Authors:

I GEDE RENDIAWAN ADI BRATHA, KOMANG DHARMAWAN, NI LUH PUTU SUCIPTAWATI

Abstract:

“Holding option contracts are considered as a new way to invest. In pricing the option contracts, an investor can apply the binomial tree method. The aim of this paper is to present how the European option contracts are calculated using binomial tree method with some different choices of strike prices. Then, the results are compared with the Black-Scholes method. The results obtained show the prices of call options contracts of European type calculated by the binomial tree method tends to be cheaper compared with the price of that calculated by the Black-Scholes method. In contrast to the put option prices, the prices calculated by the binomial tree method are slightly more expensive.”

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PDF:

https://jurnal.harianregional.com/mtk/full-30749

Published

2017-06-07

How To Cite

BRATHA, I GEDE RENDIAWAN ADI; DHARMAWAN, KOMANG; SUCIPTAWATI, NI LUH PUTU. PENENTUAN HARGA KONTRAK OPSI KOMODITAS EMAS MENGGUNAKAN METODE POHON BINOMIAL.E-Jurnal Matematika, [S.l.], v. 6, n. 2, p. 99-105, june 2017. ISSN 2303-1751. Available at: https://jurnal.harianregional.com/mtk/id-30749. Date accessed: 28 Aug. 2025. doi:https://doi.org/10.24843/MTK.2017.v06.i02.p153.

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Issue

Vol 6 No 2 (2017)

Section

Articles

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