Prediksi harga saham PT. Astra agro lestari TBK dengan jump diffusion model
نویسندگان
چکیده
منابع مشابه
A Jump-Diffusion Model for Option Pricing
Brownian motion and normal distribution have been widely used in the Black–Scholes option-pricing framework to model the return of assets. However, two puzzles emerge from many empirical investigations: the leptokurtic feature that the return distribution of assets may have a higher peak and two (asymmetric) heavier tails than those of the normal distribution, and an empirical phenomenon called...
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ژورنال
عنوان ژورنال: Jurnal Riset Akuntansi Mercu Buana
سال: 2017
ISSN: 2548-4338,2460-1233
DOI: 10.26486/jramb.v3i1.407