Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Endah Rokhmati Merdika Putri"'
Autor:
Valeriana Lukitosari, Sunarsini Sunarsini, Wahyu Fistia Doctorina, Laksmi Prita Wardhani, Endah Rokhmati Merdika Putri
Publikováno v:
Abdimas: Jurnal Pengabdian Masyarakat Universitas Merdeka Malang, Vol 8, Iss 1, Pp 13-24 (2023)
Statistical quality control using control charts is an easy-to-implement method to improve quality. Improvements in the quality of products and services are continuously implemented to meet consumer needs. Products and services must maintain the desi
Externí odkaz:
https://doaj.org/article/dc2d3876e56e4f8c8b2564680c9c8bcc
Publikováno v:
7TH INTERNATIONAL CONFERENCE ON MATHEMATICS: PURE, APPLIED AND COMPUTATION: Mathematics of Quantum Computing.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::15e6f4a087594a1dd0dcf989b1545845
https://doi.org/10.1063/5.0117817
https://doi.org/10.1063/5.0117817
Publikováno v:
Applied Mathematical Sciences. 10:2405-2413
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::22af1e07a1db25cc8ae6421a7110e259
https://doi.org/10.12988/ams.2016.67207
https://doi.org/10.12988/ams.2016.67207
Autor:
Yolanda Norasia, Endah Rokhmati Merdika Putri, Charisma Juni Kumalasari, Dian Ayu Merdekawati
Publikováno v:
International Journal of Computing Science and Applied Mathematics. 6:54
This study discusses the effect of dividend on option pricing by using a binomial method. It also investigated the initial stock value, number of steps, and strike price effects on the behavior of options pricing. From several simulations conducted,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::84a720457d9bb01350b0758dc841781e
https://doi.org/10.12962/j24775401.v6i2.4283
https://doi.org/10.12962/j24775401.v6i2.4283
Autor:
Endah Rokhmati Merdika Putri, Aditya Putra Pratama, Amirul Hakam, Annisa Rahmita Soemarsono, Lutfi Mardianto
Publikováno v:
International Journal of Computing Science and Applied Mathematics. 5:30
Put option is a contract to sell some underlying assets in the future with a certain price. On European put options, selling only can be exercised at maturity date. Behavior of European put options price can be modeled by using the Black-Scholes mode
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4856aeb4168c38c2be6c31bc42c39a08
https://doi.org/10.12962/j24775401.v5i1.3172
https://doi.org/10.12962/j24775401.v5i1.3172
Publikováno v:
International Journal of Computing Science and Applied Mathematics. 3:71
In this paper we study the performance of Gahver-Stehfest numerical Laplace inversion method. The method is applied to some simple functions which have analytical Laplace inversion and the option pricing formulas which their analytical inversions are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8871816ce5f2752509b2a1f4fb80e532
https://doi.org/10.12962/j24775401.v3i2.2215
https://doi.org/10.12962/j24775401.v3i2.2215