Authors:

I GUSTI AYU MITA ERMIA SARI, KOMANG DHARMAWAN, TJOKORDA BAGUS OKA

Abstract:

“Binomial tree is a method that can be used to determine price option contracts. In this method, the stock price movement is presented in the form of a tree with each branch representing the probability of the stock price to move up or move down. The purpose of this paper was to determine the price of the options contracts with the American type on Binomial Tree method and compare the three methods that is variance matching, proportional , and risk neutral of determining the value of price option contracts used in Binomial Tree method with Black-Schole method. The result of this research was the value of the options contract using the variance matching more similar with the value of the Black-Scholes contract.”

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PDF:

https://jurnal.harianregional.com/mtk/full-25316

Published

2016-11-30

How To Cite

SARI, I GUSTI AYU MITA ERMIA; DHARMAWAN, KOMANG; OKA, TJOKORDA BAGUS. PENERAPAN METODE BINOMIAL TREE DALAM MENGESTIMASI HARGA KONTRAK OPSI TIPE AMERIKA.E-Jurnal Matematika, [S.l.], v. 5, n. 4, p. 156-163, nov. 2016. ISSN 2303-1751. Available at: https://jurnal.harianregional.com/mtk/id-25316. Date accessed: 28 Aug. 2025. doi:https://doi.org/10.24843/MTK.2016.v05.i04.p135.

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Issue

Vol 5 No 4 (2016)

Section

Articles

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