APPLICATION AND COMPARISON BETWEEN MERTON AND GARCH OPTION MODEL FOR BARRIER OPTION IN INDONESIA STOCK EXCHANGE

APPLICATION AND COMPARISON BETWEEN MERTON AND GARCH OPTION MODEL FOR BARRIER OPTION IN INDONESIA STOCK EXCHANGE

International Journal of Economics and Finance Studies

2011-Cilt: 3 Sayı: 1

161-171

Barrier Option, Derivative, GARCH Option Model, Merton Option Model , Stock Option Contract, Indonesian Stock Exchange.

3843

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