PENENTUAN HARGA KONTRAK OPSI TIPE ASIA MENGGUNAKAN MODEL SIMULASI NORMAL INVERSE GAUSSIAN (NIG)
The aim to determine of the simulation results and to calculate the stock price of Asian Option with Normal Inverse Gaussian (NIG) method and Monte Carlo method using MATLAB program. Results of both models are compared and selected a fair price. Besides to determine simulation accuracy of the stock...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Udayana
2014-08-01
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| Series: | E-Jurnal Matematika |
| Subjects: | |
| Online Access: | https://ojs.unud.ac.id/index.php/mtk/article/view/12003 |