#TITLE_ALTERNATIVE#
Exotic option or path-dependent option is whose payoff depends on the behavior of the price of the underlying between time 0 and maturity time, rather than merely on the final price of the underlying, such as compound option. In this thesis, a generalization of the formula for compound options is ob...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/7450 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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