The Trinomial Tree Method in Pricing European Gold Option with Volatility Forecasting Using the GARCH (1, 1) Model

Publication Name : ZERO: Jurnal Sains, Matematika dan Terapan 9 (1), 277-288, 2025

Citation : 1

Date : 2025


Publication URL
https://scholar.google.com/scholar?q=+intitle:"The Trinomial Tree Method in Pricing European Gold Option with Volatility Forecasting Using the GARCH (1, 1) Model"