APLIKASI MODEL MEAN REVERSION DENGAN MUSIMAN DALAM MENENTUKAN NILAI KONTRAK OPSI TIPE EROPA PADA HARGA KOMODITAS KAKAO
Many literatures explain that commodity prices tend to follow the pattern of Mean Reversion models, commodity prices are controlled by seasonal supplies resulting in price fluctuations. To overcome the risk of fluctuations in the price, an investor can hedge with option contracts. The purpose of thi...
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| Principais autores: | , , |
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| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Universitas Udayana
2017-11-01
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| Serija: | E-Jurnal Matematika |
| Online dostop: | https://ojs.unud.ac.id/index.php/mtk/article/view/32864 |
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