PENENTUAN HARGA OPSI BELI TIPE EROPA DENGAN RETURN ASET BERDISTRIBUSI NORMAL TRUNCATED
In stock and options trading, exchanges often imposed restrictions on the daily price changes of an asset. As a result, the range of asset returns (in logarithmic form) are no longer in the interval (- �, �), but truncated at the bottom and top. Consequently returns no longer normally distribute...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2013
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| Online Access: | https://repository.ugm.ac.id/126138/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=66334 |
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| Institution: | Universitas Gadjah Mada |
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