THE GREEKS OF INDONESIAN CALL OPTION

DOI10.17654/MS101102111MaRDI QIDQ4589293zbMATHOpenAlexFDO

Authors Gunardi

Publication date 10 November 2017

Published in Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/10783.htm

zbMATH Keywords

Black-Scholes modelbarrier optionGreeksIndonesian call option

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(1)

• P(I)DE approach for Indonesian options pricing

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