Statistics for WHICH IS BETTER: HOMOSKEDASTIS OR HETEROSKEDASTIS VOLATILITY MODEL FOR OPTION PRICING? (Test Of Black-Scholes Option Model And Garch Option Model At The Indonesian Stock Exchange)
Total visits
| views | |
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| WHICH IS BETTER: HOMOSKEDASTIS OR HETEROSKEDASTIS VOLATILITY MODEL FOR OPTION PRICING? (Test Of Black-Scholes Option Model And Garch Option Model At The Indonesian Stock Exchange) | 7 |
Total visits per month
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| February 2025 | 0 |
| March 2025 | 0 |
| April 2025 | 0 |
| May 2025 | 0 |
| June 2025 | 0 |
| July 2025 | 0 |
| August 2025 | 0 |
File Visits
| views | |
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| Intro Proceedings.pdf | 26 |
| The Organizing Committee.pdf | 12 |
| COVER DALAM.pdf | 11 |
| Conferrence Program.pdf | 9 |
| content.pdf | 9 |
| Board of AAM.pdf | 8 |
| Message from the Vice chancellor.pdf | 2 |
| Message from the patrons.pdf | 2 |
| Message from the conference chairs.pdf | 2 |
| Message from the advisors.pdf | 2 |