MENENTUKAN HARGA OPSI DENGAN METODE MONTE CARLO BERSYARAT MENGGUNAKAN BARISAN KUASI ACAK FAURE
An option contract is a contract that gives the owner the right to sell or even to buy an asset at the predetermined price and period time. The conditional Monte Carlo is one of the several methods that is used to determine the option price which in the process uses random numbers with normal standa...
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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
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Universitas Udayana
2021-08-01
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| Serie: | E-Jurnal Matematika |
| Accesso online: | https://ojs.unud.ac.id/index.php/mtk/article/view/77423 |
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