Ikuti
Endah RM Putri
Endah RM Putri
Lecturer, Department of Mathematics, Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia
Email yang diverifikasi di matematika.its.ac.id
Judul
Dikutip oleh
Dikutip oleh
Tahun
Stock price prediction using geometric Brownian motion
WF Agustini, IR Affianti, ERM Putri
Journal of physics: conference series 974 (1), 012047, 2018
362018
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
282022
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
222015
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), 1-9, 2022
182022
Finite maturity margin call stock loans
X Lu, ERM Putri
Operations Research Letters 44 (1), 12-18, 2016
132016
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
112020
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
112020
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
112018
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
62021
Comparison of stock price prediction using geometric Brownian motion and multilayer perceptron
M Azizah, MI Irawan, ERM Putri
AIP Conference Proceedings 2242 (1), 030016, 2020
62020
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
42019
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
32017
Investment ManagementUsing Portfolio Optimizationwith Stock Price Forecasting
I Fitria, E Apriliani, ERM Putri
Applied Mathematical Sciences 10 (48), 2405-2413, 2016
32016
Stock loans valuation
ERM Putri
32014
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
22021
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
22020
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
22020
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
22018
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
22010
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 (6), 1-20, 2021
12021
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