Kalibrasi model heston dengan algoritma differential evolution pada perhitungan harga opsi saham = Calibration of the heston model with differential evolution in pricing stock option

Implementasi algoritma particle swarm optimization pada kalibrasi model harga opsi heston = An implementation of particle swarm optimization algorithm on heston option pricing model calibration

Menentukan nilai implied volatility opsi Eropa dengan menggunakan metode bisection dan metode newton-raphson

Solusi numerik dari harga opsi dengan model volatilitas stokastik berdasarkan proses ornstein-uhlenbeck = Numerical solution of option pricing model with stochastic volatility driven by ornstein-uhlenbeck process

Analisis interest rate, stock returns, dan Implied volatility terhadap credit default swap (CDS) di Indonesia