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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| Format: | Article |
| Language: | English |
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Faculty of Science and Technology, UIN Sunan Ampel Surabaya
2017-10-01
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| Series: | Mantik: Jurnal Matematika |
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| Online Access: | http://jurnalsaintek.uinsby.ac.id/index.php/mantik/article/view/162 |