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pro vyhledávání: '"SUMARTI, NOVRIANA"'
Investors always want to know about the profit and the risk that they will be get before buying some assets. Our main focus is getting the profit and the probability of getting that profit using the differential evolution algorithm for vanilla option
Externí odkaz:
http://arxiv.org/abs/2301.09261
Publikováno v:
Algorithms; Nov2024, Vol. 17 Issue 11, p507, 20p
Publikováno v:
Journal of the Indonesian Mathematical Society; Jul2024, Vol. 30 Issue 2, p179-204, 26p
Publikováno v:
Journal of the Indonesian Mathematical Society; Jul2024, Vol. 30 Issue 2, p160-178, 19p
Autor:
Sumarti, Novriana
The numerical approximation of solutions of ordinary differential equations played an important role in Numerical Analysis and still continues to be an active field of research. This is mainly due to the pressure of needs to model mathematically real
Externí odkaz:
http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.423257
Publikováno v:
AIP Conference Proceedings; 2024, Vol. 3165 Issue 1, p1-10, 10p
Autor:
Sumarti, Novriana, Hidayat, Rafki
Publikováno v:
IAENG International Journal of Applied Mathematics, 41 vol. 4, 2011 pp: 343-348
The Financial Crisis of 2008 is a worldwide financial crisis causing a worldwide economic decline that is the most severe since the 1930s. According to the International Monetary Fund (IMF), the global financial crisis gave impact on USD 3.4 trillion
Externí odkaz:
http://arxiv.org/abs/1306.0966
Autor:
Sumarti, Novriana, Gunadi, Iman
Commercial banks and other depository institutions in some countries are required to hold in reserve against deposits made by their customers at their Central Bank or Federal Reserve. Although some countries have been eliminated it, this requirement
Externí odkaz:
http://arxiv.org/abs/1306.0468
Akademický článek
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Publikováno v:
Mendel. 2022 vol. 28, č. 2, s. 76-82. ISSN 1803-3814
Black-Scholes (BS) equations, which are in the form of stochastic partial differential equations, are fundamental equations in mathematical finance, especially in option pricing. Even though there exists an analytical solution to the standard form, t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::da6fc92e33936ddb9e11b072789f8daa
https://doi.org/10.13164/mendel.2022.2.076
https://doi.org/10.13164/mendel.2022.2.076