PRICING AMERICAN OPTION AS MULTI OBJECTIVE OPTIMIZATION PROBLEM WITH SPIRAL OPTIMIZATION ALGORITHM
American Option is one of the most option which is heavily traded in stock market. Determining the worth of option is important so that investor know how much they has to pay for the premium and estimate the profit. Early exercise facility on American Option make the holder can exercise the contr...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/47847 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |