Pemodelan Harga Saham Menggunakan Model Lévy dan Model Black-Scholes

dc.contributor.advisor	Budiarti, Retno
dc.contributor.advisor	Purnaba, I Gusti Putu
dc.contributor.author	Siswanto, Edy
dc.date.accessioned	2013-06-17T06:20:34Z
dc.date.available	2013-06-17T06:20:34Z
dc.date.issued	2013
dc.identifier.uri	http://repository.ipb.ac.id/handle/123456789/64114
dc.description.abstract	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.	en
dc.subject	Bogor Agricultural University (IPB)	en
dc.subject	Black-Scholes model.	en
dc.title	Pemodelan Harga Saham Menggunakan Model Lévy dan Model Black-Scholes	en