Journal
Penentuan Harga Opsi Eropa Menggunakan Persamaan Black-Scholes
Jurnal Matematika, Statistika dan Komputasi · Vol. 4 No. 2 (2018) · pp. 104–116
- ISSN
- 2614-8811, 1858-1382
- Published
- 2018-01-30
- Publisher
- Department of Mathematics, Hasanuddin University
- Language
- en
Abstract
Rumus opsi saham Black-Scholes merupakan terobosan dalam penentuan nilai suatu wahana keuangan derivatif opsi saham. Namun demikian, rumus ini didasari beberapa asumsi yang dalam praktiknya tidak realistis. Pengembangan asumsi tersebut diperlukan agar model penilaian harga opsi saham lebih realistis. Tulisan ini membahas solusi persamaan diferensial parsial Black-Scholes terhadap opsi Eropa pada saham yang berfokus pada solusi analitis. Relaksasi asumsi yang dibahas merupakan asumsi tanpa dividen, suku bunga konstan, volatilitas tetap, dan waktu yang kontinu
Collaboration network of the authors
24 authors · 37 co-authorship links · 2 across different organisations
Hover or tap a name to highlight its co-authors. Double-click to open the author's page.
- State University of Makassar
- Universitas Muhammadiyah Malang
- Affiliation unknown
- Different organisations
- Same organisation
- Affiliation unknown
- Thicker line = more joint articles · bigger circle = more articles
Show as table
| Co-author | Organisation | Joint articles |
|---|---|---|
| Syamsuddin Toaha | Affiliation unknown | 3 |
| Naimah Aris | Affiliation unknown | 3 |
| Budi Nurwahyu | Affiliation unknown | 3 |
| Agustinus Ribal | Affiliation unknown | 2 |
| Muh Nur | Affiliation unknown | 2 |
| Amrul Faruq | Universitas Muhammadiyah Malang | 1 |
| Merinda Lestandy | Universitas Muhammadiyah Malang | 1 |
| Oschar Sumardin | State University of Makassar | 1 |
| Sulfayanti Sulfayanti | Affiliation unknown | 1 |
| Faisal Faisal | Affiliation unknown | 1 |
| Andi Galsan Mahie | Affiliation unknown | 1 |
| Rezki Setiawan Bachrun | Affiliation unknown | 1 |
| Islamiyah Abbas | Affiliation unknown | 1 |
| Hasmawati Basir | Affiliation unknown | 1 |
| Muh. Ali Imran | Affiliation unknown | 1 |
| Aswad Hariri Mangalaeng | Affiliation unknown | 1 |
| Indi Ria Al Kadry | Affiliation unknown | 1 |
| Irfan Said | Affiliation unknown | 1 |
| Ervie Yuniarti Astika Mustafaputri Yuniarti | Affiliation unknown | 1 |
| Heryati Nur Fatimah Sari | Affiliation unknown | 1 |
| Dermawan Saputra | Affiliation unknown | 1 |
| Cindy Cindy | Affiliation unknown | 1 |
Affiliations come from OpenAlex; journal OAI-PMH metadata carries none. Authors without an OpenAlex ID are matched by name, which can merge or split people.