Jurnal Varian
Vol 4 No 1 (2020)

Barrier Options Model for Agricultural Commodity Price Protection

Gilang Primajati (Universitas Bumigora)
M Najib Rodhi (Universitas Bumigora)
Adrian Juniarta Hidayat (Universitas Bumigora)

Article Info

Publish Date
29 Sep 2020

Abstract

Application of barrier options for determining insurance premiums for agricultural commodity prices due to lower selling prices by applying certain barrier levels. In determining the price of insurance premiums for agricultural commodity prices such as rice, the price is assumed to follow the Brown Geometric Motion and for the determination of the barrier level line the researcher uses the Brown Bridge Motion so that there is a relationship between Bridge and Barrier. In conclusion, we obtain a model to determine the number of insurance premiums. The barrier option model approach is used to construct a fairer formula for insurance premiums on agricultural commodity prices.

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Journal Info
Jurnal Varian
Website

Abbrev

Varian

Publisher

Universitas Bumigora

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Mathematics Social Sciences Other

Description

Jurnal Varian adalah salah satu Jurnal Ilmiah yang terdapat di Universitas Bumigora. Jurnal ini bertujuan untuk memberikan wadah atau sarana publikasi bagi para dosen, peneliti dan praktisi baik di lingkungan internal maupun eksternal Universitas Bumigora Mataram. Jurnal ini terbit 2 (dua) kali ...