ANALISIS SENSITIVITAS HARGA OPSI MENGGUNAKAN METODE GREEK BLACK SCHOLES
Sensitivity analysis can be used to carry out hedging strategies. The sensitivity value measures how much the price change of the option influenced by some parameters. The aim of this study is to determine the sensitivity analysis of the buying price of European option by using the Greek method on B...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Udayana
2018-05-01
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| Series: | E-Jurnal Matematika |
| Online Access: | https://ojs.unud.ac.id/index.php/mtk/article/view/39562 |