PENENTUAN HARGA OPSI BELI TIPE ASIA DENGAN METODE MONTE CARLO-CONTROL VARIATE
Option is a contract between the writer and the holder which entitles the holder to buy or sell an underlying asset at the maturity date for a specified price known as an exercise price. Asian option is a type of financial derivatives which the payoff taking the average value over the time series of...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Udayana
2017-01-01
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| Series: | E-Jurnal Matematika |
| Subjects: | |
| Online Access: | https://ojs.unud.ac.id/index.php/mtk/article/view/27166 |