Ferdi Afrizal

Remodeling and Application of Stock Option Price Based on Skewed Laplace Distribution Approach

This paper proposed a new model to price a stock option based on the Skewed Laplace distribution approach (SLOP). The approach was considered to provide a better option price than Black Scholes Option Price (BSOP) because Skewed Laplace distribution (SL) has a shape parameter tha...