BibTex Citation Data :
@article{J.Gauss8583, author = {Muhammad Widianugraha and Di Asih Maruddani and Diah Safitri}, title = {VALUASI COMPOUND OPTION PUT ON CALL TIPE EROPA PADA DATA SAHAM FACEBOOK}, journal = {Jurnal Gaussian}, volume = {4}, number = {2}, year = {2015}, keywords = {Compound option, put on a call, option stocks of Facebook, Black-Scholes model, theoritical price.}, abstract = { Option is a contract that gives the right to individuals to buy (call options) or sell (put options) the underlying asset by a certain price for a certain date. One type of options that are traded is compound options. Compound option model is introduced by Robert Geske in 1979. Compound option is option on option. Compound option put on a call is put option where the underlying asset are call option. An empirical study using compound option put on a call stocks of Facebook. It has strike price compound option US\$ 77.5 and strike price call option US\$ 80, with the first exercise date on September 26, 2014 and the second exercise date on October 31, 2014. The theoritical price of compound option put on call on stocks of Facebook is US\$ 75.65048. Keywords : Compound option, put on a call, option stocks of Facebook, Black-Scholes model, theoritical price. }, issn = {2339-2541}, pages = {355--364} doi = {10.14710/j.gauss.4.2.355 - 364}, url = {https://ejournal3.undip.ac.id/index.php/gaussian/article/view/8583} }
Refworks Citation Data :
Option is a contract that gives the right to individuals to buy (call options) or sell (put options) the underlying asset by a certain price for a certain date. One type of options that are traded is compound options. Compound option model is introduced by Robert Geske in 1979. Compound option is option on option. Compound option put on a call is put option where the underlying asset are call option. An empirical study using compound option put on a call stocks of Facebook. It has strike price compound option US$ 77.5 and strike price call option US$ 80, with the first exercise date on September 26, 2014 and the second exercise date on October 31, 2014. The theoritical price of compound option put on call on stocks of Facebook is US$ 75.65048.
Keywords: Compound option, put on a call, option stocks of Facebook, Black-Scholes model, theoritical price.
Article Metrics:
Last update:
The Authors submitting a manuscript do so on the understanding that if accepted for publication, copyright of the article shall be assigned to Media Statistika journal and Department of Statistics, Universitas Diponegoro as the publisher of the journal. Copyright encompasses the rights to reproduce and deliver the article in all form and media, including reprints, photographs, microfilms, and any other similar reproductions, as well as translations.
Jurnal Gaussian and Department of Statistics, Universitas Diponegoro and the Editors make every effort to ensure that no wrong or misleading data, opinions or statements be published in the journal. In any way, the contents of the articles and advertisements published in Jurnal Gaussian journal are the sole and exclusive responsibility of their respective authors and advertisers.
The Copyright Transfer Form can be downloaded here: [Copyright Transfer Form Jurnal Gaussian]. The copyright form should be signed originally and send to the Editorial Office in the form of original mail, scanned document or fax :
Dr. Rukun Santoso (Editor-in-Chief) Editorial Office of Jurnal GaussianDepartment of Statistics, Universitas DiponegoroJl. Prof. Soedarto, Kampus Undip Tembalang, Semarang, Central Java, Indonesia 50275Telp./Fax: +62-24-7474754Email: jurnalgaussian@gmail.com
Jurnal Gaussian by Departemen Statistika Undip is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Visitor Number:
View statistics