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Abdurakhman .
Department of Mathematics, Gadjah Mada University, Jogjakarta, Indonesia.
Mathematics

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NON AUTOMATICALLY EXERCISED (NAE) EUROPEAN CAPPED CALL PRICING THEORY ., Subanar; Guritno, Suryo; S., Zanzawi; ., Abdurakhman
Journal of the Indonesian Mathematical Society Volume 13 Number 2 (October 2007)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.13.2.69.215-221

Abstract

The objective of this paper is to present a methodology for deriving Black Scholes formulae via a simple lognormal distribution approach and introduce European capped non automatically exercise (NAE) call option pricing theory. DOI : http://dx.doi.org/10.22342/jims.13.2.69.215-221
Co-Authors Subanar . Suryo Guritno Zanzawi S.