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Value determination of European barrier option can be done analytically and numerically. First of all, a model which is used to determine value of European barrier option will be derived in partial differential equation form. By using solving method for Cauchy problem, partial differential equation...

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Bibliographic Details
Main Author: RACHMAN (NIM 10103008), ADITYA
Format: Final Project
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/7033
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Institution: Institut Teknologi Bandung
Language: Indonesia

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