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All Journal Jurnal Varian Jurnal Bumigora Information Technology (BITe) Infotek : Jurnal Informatika dan Teknologi
Muh. Adrian Juniarta Hidayat
Universitas Hamzanwadi
Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Electrical & Electronics Engineering Engineering Mathematics Social Sciences Other

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Journal : Jurnal Varian

 1 
Barrier Options Model for Agricultural Commodity Price Protection Gilang Primajati; M Najib Rodhi; Adrian Juniarta Hidayat
Jurnal Varian Vol 4 No 1 (2020)
Publisher : Universitas Bumigora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30812/varian.v4i1.856

Abstract

Application of barrier options for determining insurance premiums for agricultural commodity prices due to lower selling prices by applying certain barrier levels. In determining the price of insurance premiums for agricultural commodity prices such as rice, the price is assumed to follow the Brown Geometric Motion and for the determination of the barrier level line the researcher uses the Brown Bridge Motion so that there is a relationship between Bridge and Barrier. In conclusion, we obtain a model to determine the number of insurance premiums. The barrier option model approach is used to construct a fairer formula for insurance premiums on agricultural commodity prices.
Co-Authors Ahmad Zuli Amrullah Andi Sofyan Anas Gilang Primajati M Najib Rodhi Mahpuz, Mr. Mahpuz Muhamad Guruh Aropah Putra, Hadian Mandala Sadali, Muhamad Yupi Kuspandi Putra