THE BINO-TRINOMIAL TREE MODEL FOR PRICING BARRIER OPTIONS AND THEIR APPLICATIONS
One of the most popular types of exotic options is the barrier option. The barrier option is of particular interest because there is a limit that must be reached to activate the option. This limit can be used as a reference for investors to minimize losses that may occur. In addition, the price offe...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/73523 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |