Article Per Year (5 Year)
p-Index From 2020 - 2025
0.23
P-Index
This Author published in this journals
All Journal International Journal of Mathematics, Statistics, and Computing
Mufidah, Afifah
Unknown Affiliation
Computer Science & IT Mathematics

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
Calculation Option Price on Shares PT. Nippon Indosari Corpindo Tbk. with Fuzzy Binomial Tree Model Prabowo, Agung; Mufidah, Afifah; Sihwaningrum, Idha; Hamisu Kankarofi, Rabiu
International Journal of Mathematics, Statistics, and Computing Vol. 1 No. 4 (2023): International Journal of Mathematics, Statistics, and Computing
Publisher : Communication In Research And Publications

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijmsc.v1i4.36

Abstract

The Cox-Ross-Rubinstein binomial tree model is widely used in stock and derivative securities calculations, such as options calculations. The binomial CRR model assumes that the parameter increases in option prices and decreases in option prices so this model produces stock price movements up and down stock price movement. However, stock price movements show price fluctuations and cause the volatility of the value to be unsuitable. In this study, modeling stock and option price movements using a fuzzy binomial tree model. The data used was data on the movement of the stock price of Nippon Indosari Corpindo Ltd Plc from February 2021 to January 2022. The results showed that for February 2022, with a risk size of 90%, the selling price options with the greatest volatility of 51.6484081, medium volatility of 33.33154354, and the smallest volatility of 28.17155892.
Co-Authors Agung Prabowo Hamisu Kankarofi, Rabiu Idha Sihwaningrum