Binomial Method in Bermudan Option
The Bermudan option allows the contract holders to make and buy a hybrid contract between American and European options. Bermudan option contract can be executed at certain times until the due of the contract. The purpose of this research is to determine the price of the Bermudan option using the bi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Pandawa Institute
2023-05-01
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| Series: | Journal of Multidisciplinary Applied Natural Science |
| Subjects: | |
| Online Access: | https://journal.pandawainstitute.com/index.php/jmans/article/view/178 |