PENENTUAN HARGA OPSI DAN NILAI HEDGE MENGGUNAKAN PERSAMAAN NON-LINEAR BLACK-SCHOLES
Option are contracts that give the right to sell and buy the asset at a price and a certain period of time.In addition investors use option as a means of hedge against asset owned.Many methods are used to determine the price of option, one of them by using the Black-Scholes equation.But its use these in the assumption that the value for the constan