PENENTUAN HARGA OPSI BELI TIPE EROPA DENGAN RETURN ASET BERDISTRIBUSI NORMAL TRUNCATED
In stock and options trading, exchanges often imposed restrictions on the daily price changes of an asset. As a result, the range of asset returns (in logarithmic form) are no longer in the interval (- �, �), but truncated at the bottom and top. Consequently returns no longer normally distribute...
| Main Authors: | , |
|---|---|
| Format: | Thesis |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2013
|
| Subjects: |