MULTI-ASSET VALUATION OPTION USING LATTICE AND QUADRATURE METHOD
Valuation option may depend on more than one asset. Lattice and quadrature methods can be used to calculate the valuation options, either for a single- asset or multi-assets. Both methods have the same working principle, that is to compute all the possible stock price with its payoff at the matur...
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| Format: | Theses |
| Language: | Indonesia |
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| Online Access: | https://digilib.itb.ac.id/gdl/view/34775 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |