PENERAPAN STATIC HEDGE DALAM PENGELOLAAN RISIKO PADA OPSI TIPE BARRIER
The barrier option is an option whose payoff depends on whether the underlying asset touches the barrier or not during the lifetime of the option. The determination of the barrier option requires a numerical approach, one of which is the Binomial Tree model. The purpose of this study is to determin...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Udayana
2018-12-01
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| Series: | E-Jurnal Matematika |
| Online Access: | https://ojs.unud.ac.id/index.php/mtk/article/view/44228 |