Author(s): Riko Hendrawan , M. Dirga Aulia Hasibuan

Affiliation: Telkom University, Jl. Gegerkalong Hilir No. 47, 40152. Bandung, Indonesia

Keywords: Option; Black Scholes; GARCH; AMSE; Long Straddle

Received: January 23, 2023 | Accepted: March 31, 2023

Type of Paper: Empirical/ Review | Vol. 7(4) Page: 01 – 15

Reference to this paper should be made as follows: Hendrawan, R; Hasibuan, M.D.A. (2023). Comparison of Black-Scholes and Garch Option Models on The Kompas100 Index With a Long Straddle Strategy During 2008-2021, J. Fin. Bank. Review, 7(4), 01 – 15. https://doi.org/10.35609/jfbr.2023.7.4(1)

Author(s): Riko Hendrawan, Zainal Arifin

Affiliation: Telkom University, Gegerkalong, 40152, Bandung, Indonesia

Keywords: Black Scholes; Collar Strategy; GARCH; Jakarta Islamic Index; Option Contracts.

Received: January 26, 2023 | Accepted: March 31, 2023

Type of Paper: Empirical | Vol. 7(4) Page: 16 – 27

Reference to this paper should be made as follows: Hendrawan, R; Arifin, Z. (2023). Comparison of Black-Scholes and GARCH Option Models on The Jakarta Islamic Index with Collar Strategy, J. Fin. Bank. Review, 7(4), 16 – 27. https://doi.org/10.35609/jfbr.2023.7.4(2)