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In this thesis, the value of Asian call and put options for fixed and floating strike will be determined by considering that the dividend is paid in cash. The simple approach in determining Asian option for arithmetic average will be used,i.e by developing the technique for pricing options on traded...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/8562 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |