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

• المؤلف الرئيسي: Perpustakaan UGM, i-lib
• التنسيق: مقال NonPeerReviewed
• منشور في: [Yogyakarta] : Universitas Gadjah Mada 2003
• الموضوعات: Jurnal i-lib UGM
• الوصول للمادة أونلاين: https://repository.ugm.ac.id/27176/; http://i-lib.ugm.ac.id/jurnal/download.php?dataId=10228

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...