ACADSTAFF UGM
Severity: Warning
Message: fopen(/var/cpanel/php/sessions/ea-php73/PHPSESSIDe34a6132659de1711053bb898136701f): failed to open stream: No space left on device
Filename: drivers/Session_files_driver.php
Line Number: 157
Backtrace:
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Loader.php
Line: 173
Function: _ci_load_library
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Loader.php
Line: 190
Function: library
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Loader.php
Line: 153
Function: libraries
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Loader.php
Line: 65
Function: initialize
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Base.php
Line: 55
Function: __construct
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Base.php
Line: 60
Function: __construct
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Controller.php
Line: 4
Function: require
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Modules.php
Line: 134
Function: include_once
File: /home1/ditlitluaracadst/public_html/acadstaff/application/core/MY_Controller.php
Line: 5
Function: spl_autoload_call
File: /home1/ditlitluaracadst/public_html/acadstaff/index.php
Line: 318
Function: require_once
Severity: Warning
Message: session_start(): Failed to read session data: user (path: /var/cpanel/php/sessions/ea-php73)
Filename: Session/Session.php
Line Number: 141
Backtrace:
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Loader.php
Line: 173
Function: _ci_load_library
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Loader.php
Line: 190
Function: library
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Loader.php
Line: 153
Function: libraries
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Loader.php
Line: 65
Function: initialize
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Base.php
Line: 55
Function: __construct
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Base.php
Line: 60
Function: __construct
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Controller.php
Line: 4
Function: require
File: /home1/ditlitluaracadst/public_html/acadstaff/application/third_party/MX/Modules.php
Line: 134
Function: include_once
File: /home1/ditlitluaracadst/public_html/acadstaff/application/core/MY_Controller.php
Line: 5
Function: spl_autoload_call
File: /home1/ditlitluaracadst/public_html/acadstaff/index.php
Line: 318
Function: require_once
| Title | : | P(I)DE Approach for Indonesian Option Pricing |
| Author | : |
Prof. Dr. Drs. Gunardi, M.Si. (1) Prof. Drs. Subanar, Ph.D. (2) Prof. Dr. Sri Haryatmi, M.Sc. (3) |
| Date | : | 15 2007 |
| Keyword | : | Indonesian option, Barrier option, Black-Scholes model, variance gamma model Indonesian option, Barrier option, Black-Scholes model, variance gamma model |
| Abstract | : | Jakarta Stock Exchange Indonesia has started to trade Indonesian options at September 9th, 2004. An Indonesian option can be considered as an American style barrier option with immediate (forced) exercise if the price hits or crosses the barrier before maturity. The payoff of the option is based on a moving average of the price of the underlying stock. The barrier is fixed at the strike price plus or minus a 10 percent. The option is automatically exercised when the underlying stock hits or crosses the barrier and the difference between strike and barrier is paid immediately. We will refer to this type of option as an Indonesian option. In this paper we study the pricing of the Indonesian option under Black-Scholes model by PDE approach and under Variance Gamma model by PIDE approach |
| Group of Knowledge | : | Lain-Lain |
| Level | : | Nasional |
| Status | : |
Published
|
| No | Title | Action |
|---|