Penentuan Harga Opsi Asia dengan Metode Monte Carlo
An option is a contract between a holder and a writer in which the writer grants the rights (not obligations) to the holder to buy or sell the assets of the writer at a certain price (strike price) at maturity time. Asian options are included in the dependent path option. This means that Asia's...
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| Formato: | article |
| Lenguaje: | EN |
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Department of Mathematics, UIN Sunan Ampel Surabaya
2017
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/58f96bf1ecf24c3aba317127cfa4ea6a |
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