BibTex Citation Data :
@article{J.Gauss19344, author = {Marthin Mooy and Agus Rusgiyono and Rita Rahmawati}, title = {PENENTUAN HARGA OPSI PUT DAN CALL TIPE EROPA TERHADAP SAHAM MENGGUNAKAN MODEL BLACK-SCHOLES}, journal = {Jurnal Gaussian}, volume = {6}, number = {3}, year = {2017}, keywords = {}, abstract = { Option is a contract that gives the right, but not obligation, to individuals to buy (call) or sell (put) certain stocks by a certain price at a specified date. One method that can be used to estimate option price is by using Black-Scholes Model. This model is introduced by Fisher Black and Myron Scholes in 1973. Black-Scholes Model was derived in certain assumptions, such as no dividens, no transaction cost, free-risked interest rates, the option is “European”, and stock price follows a random walk in continuos time, thus the distribution of possible stock prices is lognormal. Application of Black-Scholes Model on Honda Motor Company, Ltd.’s stocks shows that investors can get profits by investing on certain contracts, which is call options with the price of 10,1 US\$; 8,9 US\$; and 1,15 US\$, and also put option with the price of 6,12 US\$, all with maturity date at January 20th 2017. Keywords : Option, call option, put option, stock, Black-Scholes model. }, issn = {2339-2541}, pages = {407--417} doi = {10.14710/j.gauss.6.3.407-417}, url = {https://ejournal3.undip.ac.id/index.php/gaussian/article/view/19344} }
Refworks Citation Data :
Option is a contract that gives the right, but not obligation, to individuals to buy (call) or sell (put) certain stocks by a certain price at a specified date. One method that can be used to estimate option price is by using Black-Scholes Model. This model is introduced by Fisher Black and Myron Scholes in 1973. Black-Scholes Model was derived in certain assumptions, such as no dividens, no transaction cost, free-risked interest rates, the option is “European”, and stock price follows a random walk in continuos time, thus the distribution of possible stock prices is lognormal. Application of Black-Scholes Model on Honda Motor Company, Ltd.’s stocks shows that investors can get profits by investing on certain contracts, which is call options with the price of 10,1 US$; 8,9 US$; and 1,15 US$, and also put option with the price of 6,12 US$, all with maturity date at January 20th 2017.
Keywords: Option, call option, put option, stock, Black-Scholes model.
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