VALUASI OPSI SAHAM ASIA RATA-RATA ARITMATIKA DENGAN METODE BINOMIAL
In this thesis, we examine binomial method for pricing Asian stock options and Monte Carlo simulation as benchmark. Asian stock option is an option which payoff depends on the average of the stock price in some time within the lifetime of the option. In this thesis, we examine Asian stock option...
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| Format: | Final Project |
| Language: | Indonesia |
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| Online Access: | https://digilib.itb.ac.id/gdl/view/34151 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |