Browsing MT - Mathematics and Natural Science by Subject "Opsi Amerika"

Now showing items 1-1 of 1

    • Penentuan Harga Opsi Put Amerika dengan Simulasi Monte Carlo 

      Syazali, Muhamad | Nugrahani, Endar H. | Budiarti, Retno (2011)
      An American option is an option that can be exercised at the strike price anytime before or on the date of expiration. In this thesis, Monte Carlo simulation for valuation of American option is presented. Monte Carlo ...