Browsing UT - Mathematics by Author "Fajri, Nanu Nurul"
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Perbandingan nilai opsi call tipe Eropa dengan perluasan model Vasicek dan model Cox-Ingersoll-Ross
Fajri, Nanu Nurul (2011)Derivative product is a financial instrument whose value depends on the value of the underlying asset. One of the derivative product is a European option, which has the form of either call or put option. To determine the ...