EUROPEAN AND AMERICAN OPTION PRICING USING MULTIOBJECTIVE BAT ALGORITHM (MOBA)
Financial markets are places where the sale and purchase of financial securities such as stocks, bonds, options and so on take place. One of the problems in financial markets is finding the value of an option contract. The most popular and widely traded options are European options and American opti...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/76483 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |