mixed material bibliography Jakarta Prasetiya Mulya Publishing December 2013 - Marc

p. 195 - 201 A European option is a financial contract which gives its holder a right (but not an obligation) to buy or sell an underlying asset from writer at the time of expiry for a pre-determined price. The continuous European options pricing model is given by the Black-Scholes. The discrete model can be priced using the lattice models ih here we use trinomial model. We define the error simply as the difference between the trinomial approximation and the value computed by the Black-Scholes option pricing. In this case we observe the convergence of Boyle trinomial model and trinomial model that built with Cox Ross Rubenstein theory.<br> 20896271 Perpustakaan - Sekolah Tinggi Manajemen PPM Pusat Informasi Manajemen 45729 2015-07-22 00:00:00 2015-07-30 00:00:00 machine generated