THE GREEKS OF INDONESIAN CALL OPTION

DOI10.17654/MS101102111zbMath1376.62062OpenAlexW2616171450MaRDI QIDQ4589293

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

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

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