PRICING EUROPEAN AND AMERICAN OPTION AS BI-OBJECTIVE OPTIMIZATION PROBLEM WITH NEURAL NETWORK ALGORITHM (NNA)
An option is a type of financial derivative that can help investors avoid the risks that may arise during investing. An investor undoubtedly seeks the accurate value of an option before purchasing a specific option contract. Numerous techniques have been introduced to solve the problem of pricing...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/80791 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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