Pemodelan Harga Saham Menggunakan Model Lévy dan Model Black-Scholes
View/ Open
Date
2013Author
Siswanto, Edy
Budiarti, Retno
Purnaba, I Gusti Putu
Metadata
Show full item recordAbstract
Stock may produce high profits. However, it has a high risk as well, because the stock prices fluctuate over time. Therefore, a model is required to estimate the future stock prices accurately. In this paper, Lévy model is compared to Black-Scholes model in estimating the stock price at Bank of America Corporation. As a result, it is concluded that the Black-Scholes model is more accurate than Lévy model.
Collections
- UT - Mathematics [1365]