TEKNIK EKSTRAPOLASI RICHARDSON BERULANG PADA MODEL BINOMIAL FLEKSIBEL UNTUK MENENTUKAN HARGA OPSI JUAL AMERIKA

TEKNIK EKSTRAPOLASI RICHARDSON BERULANG PADA MODEL BINOMIAL FLEKSIBEL UNTUK MENENTUKAN HARGA OPSI JUAL AMERIKA

This thesis presents repeated Richardson extrapolation for pricing American put option. We apply Richardson extrapolation on the sequence of approximation of option value for accelerating the rate of its convergence. First, we define the sequence of approximation using flexible binomial model. A num...

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Bibliographic Details
Main Authors: , ARUM HANDINI PRIMANDARI, , Dr. Abdurakhman, S.Si, M.Si.
Format: Theses and Dissertations NonPeerReviewed
Published: [Yogyakarta] : Universitas Gadjah Mada 2013
Subjects:
ETD
Online Access:https://repository.ugm.ac.id/125692/
http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=65865
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Institution: Universitas Gadjah Mada

Internet

https://repository.ugm.ac.id/125692/
http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=65865

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