THE GREEKS OF INDONESIAN CALL OPTION

DOI10.17654/MS101102111zbMATH Open1376.62062OpenAlexW2616171450MaRDI QIDQ4589293FDOQ4589293

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

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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)

Cited In (1)

• P(I)DE approach for Indonesian options pricing

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