Aplikasi Proses Stokastik pada Penentuan Rumus Harga Opsi Menurut Black Scholes
There are lots of models used to determine the formula of pricing option. The most populer one is the Black Scholes pricing options model. His model is in the form of stochastic diferential equation which involves stochastic process in it. This thesis discuss how to define Ito Integral, apply its...
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| Format: | Theses and Dissertations NonPeerReviewed |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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| Online Access: | https://repository.ugm.ac.id/122917/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=63026 |
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