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pro vyhledávání: '"Yogi Ahmad"'
his paper presents finite element methods for solving numerically the Risk-Adjusted Pricing Methodology (RAPM) Black-Scholes model for option pricing with transaction costs. Spatial finite element models based on P1 and/or P2 elements are formulated
Externí odkaz:
http://arxiv.org/abs/2103.08380
Publikováno v:
In International Review of Economics and Finance January 2024 89 Part A:582-593
In this paper, finite element method is applied to Leland's model for numerical simulation of option pricing with transaction costs. Spatial finite element models based on P1 and/or P2 elements are formulated in combination with a Crank-Nicolson-type
Externí odkaz:
http://arxiv.org/abs/2010.13541
Autor:
Anjar Wanto, Sandy Putra Siregar, Yogi Ahmad, Hotmalina Silitonga, Reza Muhammad Riansah, Indri Sriwahyuni Purba, Riki Winanjaya, Mhd. Julham
Publikováno v:
Journal of Physics: Conference Series. 1255:012014
The development of livestock agribusiness includes all activities that begin with the procurement and regulation of production and marketing suggestions. With the many types of livestock found in Simalungun Regency, Indonesia should be able to increa
Autor:
Indri Sriwahyuni Purba, Anjar Wanto, Reza Muhammad Riansah, Yogi Ahmad, Sandy Putra Siregar, Riki Winanjaya, Mhd. Julham, Hotmalina Silitonga
Publikováno v:
Journal of Physics: Conference Series; 2019, Vol. 1255 Issue 1, p1-1, 1p