Metode Martingale Dalam Penentuan Harga Opsi Tipe Eropa Dengan Menggunakan Pendekatan Waktu Kontinu Pada Pasar (B,S)

• 主要作者: Perpustakaan UGM, i-lib
• 格式: Article NonPeerReviewed
• 出版: [Yogyakarta] : Universitas Gadjah Mada 2003
• 主題: Jurnal i-lib UGM
• 在線閱讀: https://repository.ugm.ac.id/27176/; http://i-lib.ugm.ac.id/jurnal/download.php?dataId=10228
• 機構: Universitas Gadjah Mada

ABSTRACT This thesis study about financial mathematics, especially about the theory of pricing of options of European type with continuosly in time. It is assumed that a (B,S) market is operating continuously in time. The riskless bank account B + (Bt)to is evolving according to the "compound i...