PRICING LOOKBACK OPTION FOR CRYPTOCURRENCY
The derivatives market is a rapidly growing industry that aligns with global economic growth, including options. In addition to vanilla options, exotic options such as lookback options are becoming increasingly attractive to market participants due to their ability to hedge against extreme price mov...
Saved in:
| Main Author: | |
|---|---|
| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/74542 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |