OPTIMIZATION PROBLEM IN OPTION PRICING ANDPORTFOLIO SELECTION
finance. Not many studies have modeled options and portfolios as optimization problems. This dissertation focuses on examining options and portfolios which are modeled as optimization problems. There are three research topics studied in this dissertation. The first topic, namely option prices, is...
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| Format: | Dissertations |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/73108 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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