?url_ver=Z39.88-2004&rft_id=1917031060&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=ANALISIS+PERBANDINGAN+UNTUK+MASALAH+PERHITUNGAN+HARGA+OPSI+ASIA+DENGAN+METODE+EULER+IMPLISIT+DAN+CRANK-NICHOLSON&rft.creator=Gilang+Saputra+%2C+Fajar&rft.subject=510+Matematika&rft.description=Opsi+asia+adalah+opsi+yang+payoff-nya+tergantung+pada+rata-rata+harga+aset+dasar+selama+periode+yang+telah+ditentukan+terlebih+dahulu.+Rata-rata+ini+dapat+dibentuk+secara+diskrit.+Pada+opsi+asia+tidak+terdapat+solusi+analitik+dalam+perhitungan+harga+opsi.+Akan+tetapi+terdapat+rumus+pendekatan+atau+aproksimasi+yang+digunakan+untuk+mencari+harga+opsi+ini+digunakan+suatu+metode+numerik+dengan+pendekatan+tertentu+sehingga+didapat+suatu+solusi+numeriknya.Metode+beda+hingga+merupakan+metode+yang+bertujuan+untuk+mengaproksimasi+suatu+persamaan+diferensial.+Metode+yang+digunakan+dalam+penelitian+ini+adalah+implisit+dan+Crank-Nicholson.+Penelitian+ini+bertujuan+untuk+mengetahui+hasil+dari+analisis+perbandingan+antara+metode+beda+hingga+implisit+dan+Crank-Nicholson+untuk+masalah+perhitungan+harga+opsi+Asia.%0D%0ADari+hasil+penelitian+yang+dilakukan%2C+dapat+diketahui+bahwa+dalam+kasus+ini+kedua+metode+beda+hingga+implisit+dan+Crank-Nicholson+yang+lebih+efektif+dan+akurat+dalam+menentukan+harga+opsi+Asia+adalah+metode+beda+hingga+Crank-Nocholson%2C+karena+metode+ini+memiliki+nilai+error+atau+galat+yang+kecil+sebesar+0%2C0028+dibanding+dengan+metode+beda+hingga+implisit+sebesar+0%2C0719.%0D%0A%0D%0AKata+kunci+%3A+Opsi+Asia%2C+Beda+Hingga%2C+Implisit%2C+Crank-Nicholson%0D%0A%0D%0A%0D%0A%0D%0A%0D%0A%0D%0A%0D%0A%0D%0A%0D%0Aabstract%0D%0A%0D%0AAsian+options+are+options+whose+payoff+depends+on+the+average+price+of+the+underlying+asset+over+a+predetermined+period.+This+average+can+be+formed+discretely.+In+Asian+options+there+is+no+analytical+solution+in+calculating+option+prices.+However%2C+there+is+an+approximation+formula+that+is+used+to+find+the+price+of+this+option.+A+numerical+method+is+used+with+a+certain+approach+to+obtain+a+numerical+solution.+The+finite+difference+method+is+a+method+that+aims+to+approximate+a+differential+equation.+The+method+used+in+this+research+is+implicit+and+Crank-Nicholson.+This+research+aims+to+determine+the+results+of+a+comparative+analysis+between+the+implicit+finite+difference+method+and+Crank-Nicholson+for+the+problem+of+calculating+Asian+option+prices.%0D%0AFrom+the+results+of+the+research+carried+out%2C+it+can+be+seen+that+in+this+case+the+two+implicit+finite+difference+methods+and+the+Crank-Nicholson+method+which+is+more+effective+and+accurate+in+determining+Asian+option+prices+is+the+Crank-Nocholson+finite+difference+method%2C+because+this+method+has+a+small+error+value+of+0.0028+compared+to+the+implicit+finite+difference+method+of+0.0719.%0D%0A%0D%0AKata+kunci+%3A+Asian+Option%2C+Finite+Difference%2C+Implicit%2C+Crank-Nicholson&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM+&rft.date=2024-02-22&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F79755%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F79755%2F3%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F79755%2F2%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++Gilang+Saputra+%2C+Fajar++(2024)+ANALISIS+PERBANDINGAN+UNTUK+MASALAH+PERHITUNGAN+HARGA+OPSI+ASIA+DENGAN+METODE+EULER+IMPLISIT+DAN+CRANK-NICHOLSON.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM+%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F79755%2F