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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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Main Author: | RACHMAN (NIM 10103008), ADITYA |
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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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