APPLICATION AND COMPARISON BETWEEN MERTON AND GARCH OPTION MODEL FOR BARRIER OPTION IN INDONESIA STOCK EXCHANGE
The purpose of this research is to compare the accuracy of Merton Option Model and GARCH option models for Barrrier Option utilizing data from Astra, BCA, Indofood and Telkom at the Indonesian Stock Exchange. The intraday stock return of Astra, BCA, Indofood and Telkom exhibits an overwhelming prese...
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| Format: | Article |
| Language: | English |
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Social Sciences Research Society
2011-01-01
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| Series: | International Journal of Economics and Finance Studies |
| Online Access: | http://www.sobiad.org/eJOURNALS/journal_IJEF/archieves/2011_1/16riko_Hendrawan.pdf |