Determining Accuracy of Implied Volatility Computation Using Verification Theorem
In the Black-Scholes option Pricing formulas, one parameter that cannot directly observed is volatility of stock price. If actual market data of the prive ????? are known, than volatility (????) can be viewed as unknow. The volatility (????) determined in this way is called implied volatility and is...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/42518 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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