Valuation Of Reload Call Option With Binomial Tree
Along with the rapid growth of investment and finance, the investors compete with each other to find a way to maximize pro_ts and minimize losses. In option trading, one of the ways used is adding a reload feature on the option. Reload option is option thatgive the right to its holder to exercise th...
Main Authors: | Yunita Wulan Sari, Yunita Wulan Sari, Gunardi, Gunardi |
---|---|
Format: | Conference or Workshop Item |
Language: | English |
Published: |
2016
|
Subjects: | |
Online Access: | https://repository.ugm.ac.id/136810/1/makalah%20AMC.pdf |
Similar Items
-
Single Premium of Equity-Linked with CRR and CIR Binomial Tree
by: Yunita Wulan Sari, Yunita Wulan Sari, et al.
Published: (2015) -
R Package for Binomial Tree of Cox, Ingersoll, and Ross (CIR) Interest Rate
by: Yunita Wulan Sari, Yunita Wulan Sari, et al.
Published: (2014) -
SKEMA DING DAN CHAO (DC SCHEME) UNTUK SIMULASI NILAI SUKU BUNGA
by: Wulan Sari, Yunita, et al.
Published: (2013) -
Pohon Binomial Suku Bunga Model Cox, Ingersoll, and Ross (CIR)
by: Yunita Wulan Sari, Yunita Wulan Sari, et al.
Published: (2012) -
Valuasi harga obligasi dengan pendekatan teori resiko gagal bayar model kmv merton
by: , SARI, Yunita Wulan, et al.
Published: (2009)