EUROPEAN CALL OPTION PRICING WITH GARCH-M (1,1) UNDERLYING PROCESS
Financial institutions, such as banks, investment companies and insurance companies, often include options of stocks in their investment portfolio. They are required to valuate correctly the prices of the options so that the options are not undervalued nor overvalued. Some option pricing models, inc...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/44305 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |