Binomial method for indonesian option pricing

null Gunardi; null Subanar; JAM van der Weide; S Haryatmi

Binomial method for indonesian option pricing

Gunardi, Subanar, JAM van der Weide, S Haryatmi

Applied Probability

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific

Original language	English
Title of host publication	The Role of Mathematics, Computational Mathematics, and Its Applications in the Development of Science and Technology
Editors	Supama, I. Endrayanto, K. Mustofa, I. Emilia Wi jayanti, H. Utami
Place of Publication	Yogyakarta, Indonesia
Publisher	Department of mathematics, Gadjahmada University
Pages	579-588
Number of pages	10
ISBN (Print)	978-979-95118-9-8
Publication status	Published - 2008
Event	Proceeding of the 5th SEAMS-GMU International Conference on Mathematics and Its Applications - Yogyakarta, Indonesia Duration: 24 Jul 2007 → 27 Jul 2007

Publication series

Name
Publisher	Department of Mathematics, Gadjahmada University

Conference

Conference	Proceeding of the 5th SEAMS-GMU International Conference on Mathematics and Its Applications
Period	24/07/07 → 27/07/07

Cite this

Gunardi, Subanar, van der Weide, JAM., & Haryatmi, S. (2008). Binomial method for indonesian option pricing. In Supama, I. Endrayanto, K. Mustofa, I. Emilia Wi jayanti, & H. Utami (Eds.), The Role of Mathematics, Computational Mathematics, and Its Applications in the Development of Science and Technology (pp. 579-588). Department of mathematics, Gadjahmada University.

Gunardi ; Subanar ; van der Weide, JAM et al. / Binomial method for indonesian option pricing. The Role of Mathematics, Computational Mathematics, and Its Applications in the Development of Science and Technology. editor / Supama ; I. Endrayanto ; K. Mustofa ; I. Emilia Wi jayanti ; H. Utami. Yogyakarta, Indonesia : Department of mathematics, Gadjahmada University, 2008. pp. 579-588

@inproceedings{25d98908d2a2464396da710fd6e3d355,

title = "Binomial method for indonesian option pricing",

author = "Gunardi and Subanar and {van der Weide}, JAM and S Haryatmi",

year = "2008",

language = "English",

isbn = "978-979-95118-9-8",

publisher = "Department of mathematics, Gadjahmada University",

pages = "579--588",

editor = "Supama and I. Endrayanto and K. Mustofa and {Emilia Wi jayanti}, I. and H. Utami",

booktitle = "The Role of Mathematics, Computational Mathematics, and Its Applications in the Development of Science and Technology",

note = "Proceeding of the 5th SEAMS-GMU International Conference on Mathematics and Its Applications ; Conference date: 24-07-2007 Through 27-07-2007",

}

Gunardi, Subanar, van der Weide, JAM & Haryatmi, S 2008, Binomial method for indonesian option pricing. in Supama, I Endrayanto, K Mustofa, I Emilia Wi jayanti & H Utami (eds), The Role of Mathematics, Computational Mathematics, and Its Applications in the Development of Science and Technology. Department of mathematics, Gadjahmada University, Yogyakarta, Indonesia, pp. 579-588, Proceeding of the 5th SEAMS-GMU International Conference on Mathematics and Its Applications, 24/07/07.

Binomial method for indonesian option pricing. / Gunardi; Subanar; van der Weide, JAM et al.
The Role of Mathematics, Computational Mathematics, and Its Applications in the Development of Science and Technology. ed. / Supama; I. Endrayanto; K. Mustofa; I. Emilia Wi jayanti; H. Utami. Yogyakarta, Indonesia: Department of mathematics, Gadjahmada University, 2008. p. 579-588.

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific

TY - GEN

T1 - Binomial method for indonesian option pricing

AU - Gunardi, null

AU - Subanar, null

AU - van der Weide, JAM

AU - Haryatmi, S

PY - 2008

Y1 - 2008

M3 - Conference contribution

SN - 978-979-95118-9-8

SP - 579

EP - 588

BT - The Role of Mathematics, Computational Mathematics, and Its Applications in the Development of Science and Technology

A2 - Supama, null

A2 - Endrayanto, I.

A2 - Mustofa, K.

A2 - Emilia Wi jayanti, I.

A2 - Utami, H.

PB - Department of mathematics, Gadjahmada University

CY - Yogyakarta, Indonesia

T2 - Proceeding of the 5th SEAMS-GMU International Conference on Mathematics and Its Applications

Y2 - 24 July 2007 through 27 July 2007

ER -

Gunardi, Subanar, van der Weide JAM, Haryatmi S. Binomial method for indonesian option pricing. In Supama, Endrayanto I, Mustofa K, Emilia Wi jayanti I, Utami H, editors, The Role of Mathematics, Computational Mathematics, and Its Applications in the Development of Science and Technology. Yogyakarta, Indonesia: Department of mathematics, Gadjahmada University. 2008. p. 579-588