Main Article Content
Abstract
The objective of this paper is to present a methodology for deriving Black Scholes formulae via a simple lognormal distribution approach and introduce European capped non automatically exercise (NAE) call option pricing theory.
Keywords
Lognormal
Brownian
NAE Capped.
Article Details
How to Cite
., S., Guritno, S., S., Z., & ., A. (2012). NON AUTOMATICALLY EXERCISED (NAE) EUROPEAN CAPPED CALL PRICING THEORY. Journal of the Indonesian Mathematical Society, 13(2), 215–221. https://doi.org/10.22342/jims.13.2.69.215-221
