Pemodelan Harga Saham Menggunakan Model Lévy dan Model Black-Scholes

Please use this identifier to cite or link to this item: http://repository.ipb.ac.id/handle/123456789/64114

Title:	Pemodelan Harga Saham Menggunakan Model Lévy dan Model Black-Scholes
Authors:	Budiarti, Retno Purnaba, I Gusti Putu Siswanto, Edy
Keywords:	Bogor Agricultural University (IPB) Black-Scholes model.
Issue Date:	2013
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.
URI:	http://repository.ipb.ac.id/handle/123456789/64114
Appears in Collections:	UT - Mathematics

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