Endah RM Putri
Endah RM Putri
Lecturer, Department of Mathematics, Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia
Verified email at
Cited by
Cited by
Stock price prediction using geometric Brownian motion
W Farida Agustini, IR Affianti, ERM Putri
Journal of physics: conference series 974, 012047, 2018
Data-driven modeling and forecasting of COVID-19 outbreak for public policy making
A Hasan, ERM Putri, H Susanto, N Nuraini
ISA transactions 124, 135-143, 2022
A new estimation method for COVID-19 time-varying reproduction number using active cases
A Hasan, H Susanto, V Tjahjono, R Kusdiantara, E Putri, N Nuraini, ...
Scientific reports 12 (1), 6675, 2022
Semi-analytic valuation of stock loans with finite maturity
X Lu, ERM Putri
Communications in Nonlinear Science and Numerical Simulation 27 (1-3), 206-215, 2015
How many can you infect? Simple (and naive) methods of estimating the reproduction number
H Susanto, VR Tjahjono, A Hasan, MF Kasim, N Nuraini, ERM Putri, ...
arXiv preprint arXiv:2006.15706, 2020
Snakes and ghosts in a parity-time-symmetric chain of dimers
H Susanto, R Kusdiantara, N Li, OB Kirikchi, D Adzkiya, ERM Putri, ...
Physical Review E 97 (6), 062204, 2018
Comparison of stock price prediction using geometric Brownian motion and multilayer perceptron
M Azizah, MI Irawan, ERM Putri
AIP Conference Proceedings 2242 (1), 2020
A semi-analytic valuation of American options under a two-state regime-switching economy
X Lu, ERM Putri
Physica A: Statistical Mechanics and its Applications 538, 122968, 2020
Finite maturity margin call stock loans
X Lu, ERM Putri
Operations Research Letters 44 (1), 12-18, 2016
Removing non-smoothness in solving Black-Scholes equation using a perturbation method
ERM Putri, L Mardianto, A Hakam, C Imron, H Susanto
Physics Letters A 402, 127367, 2021
Comparison of numerical methods on pricing of European put options
L Mardianto, AP Pratama, AR Soemarsono, A Hakam, ERM Putri
(IJCSAM) International Journal of Computing Science and Applied Mathematics …, 2019
Prediksi Harga Saham Menggunakan Geometric Brownian Motion Termodifikasi Kalman Filter dengan Konstrain
V Maulidya, E Apriliani, ERM Putri
Indonesian Journal of Applied Mathematics 1 (1), 6-18, 2020
Modeling COVID-19 Transmissions and Evaluation of Large Scale Social Restriction in Jakarta, Indonesia
A Hasan, Y Nasution, H Susanto, ERM Putri, VR Tjahjono, D Puspita, ...
medRxiv, 2020.10. 30.20222984, 2020
Penyelesaian Numerik Untuk Menentukan Nilai Optimal Pada American Option Dengan Metode Beda Hingga Fully Implisit Dan Crank-nicolson
L Hanafi, ER Putri, GM Puspita
Limits: Journal of Mathematics and Its Applications 7 (2), 1, 2010
Performance of Gahver-Stehfest Numerical Laplace Inversion Method on Option Pricing Formulas
ERM Putri, SD Surjanto
(IJCSAM) International Journal of Computing Science and Applied Mathematics …, 2017
A deposit insurance pricing with a multi-state regime-switching volatility
ERM Putri, VR Tjahjono, C Imron
International Journal of Applied and Computational Mathematics 7, 1-20, 2021
Monte Carlo method to valuate CAT bonds of flood in Surabaya under jump diffusion process
H Kurniawan, ERM Putri, C Imron, DD Prastyo
Journal of Physics: Conference Series 1821 (1), 012026, 2021
Finite volume method for pricing European call option with regime-switching volatility
ML Tauryawati, C Imron, ERM Putri
Journal of Physics: Conference Series 974 (1), 012024, 2018
Investment ManagementUsing Portfolio Optimizationwith Stock Price Forecasting
I Fitria, E Apriliani, ERM Putri
Applied Mathematical Sciences 10 (48), 2405-2413, 2016
Stock loans valuation
ERM Putri
The system can't perform the operation now. Try again later.
Articles 1–20