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Erwinna Chendra
Erwinna Chendra
Verified email at unpar.ac.id
Title
Cited by
Cited by
Year
Analysis of portfolio optimization with lot of stocks amount constraint: case study index LQ45
L Chin, E Chendra, A Sukmana
IOP Conference Series: Materials Science and Engineering 300 (1), 012004, 2018
152018
Valuation of european and american options under variance gamma process
FJ Permana
Journal of Applied Mathematics and Physics 2 (11), 1000, 2014
92014
An improved of hull–white model for valuing employee stock options (esos)
E Chendra, KA Sidarto
Review of Quantitative Finance and Accounting 54 (2), 651-669, 2020
72020
Analysis of portfolio optimization with inequality constraints
A Sukmana, L Chin, E Chendra
Journal of Physics: Conference Series 1218 (1), 012030, 2019
32019
Analisa Optimasi Portofolio yang Memuat Saham-Saham Kelompok LQ45
L Chin, E Chendra, A Sukmana
Research Report-Engineering Science 2, 2015
32015
Analysis of portfolio optimization consisting of stocks in the LQ45 index
L Chin, E Chendra, A Sukmana
Proc. Int. Conf. on Mathematics, its Applications and Mathematics Education …, 2015
22015
Palm oil price model of Indonesia market
FJ Permana, JD Lesmono, E Chendra
Asian Mathematical Conference, 2009
22009
Pricing'partial-average'Asian options with the binomial method
E Chendra, KA Sidarto, M Syamsuddin, D Puspita
International Journal of Banking, Accounting and Finance 10 (1), 101-116, 2019
12019
Pricing employee stock options (ESOs) with random lattice
E Chendra, L Chin, A Sukmana
IOP Conference Series: Materials Science and Engineering 335 (1), 012041, 2018
12018
Opsi Saham Karyawan (OSK): bonus ataukah bencana?
E Chendra
Fakultas Teknologi Informasi dan Sains Universitas Katolik Parahyangan, 2016
12016
On the modeling of employee voluntary early exercise for the valuation of Employee Stock Options
E Chendra, KA Sidarto, D Puspita, M Syamsuddin, S Lismayanti
2013 International Conference on Advances in Computing, Communications and …, 2013
12013
Modelling Indonesian stock indices using variance gamma
FJ Permana, JD Lesmono, E Chendra
12011
Stochastic price process models of rolling gold traded in Indonesia market
FJ Permana, JD Lesmono, E Chendra
Institute for Mathematical Research, Universiti Putra Malaysia, 2009
12009
Penentuan harga opsi Asia dengan aproksimasi distribusi lognormal dan gauss invers, persamaan diferensial parsial dan simulasi Monte Carlo
B Yong, E Chendra, C Liem
Lembaga Penelitian Universitas Katolik Parahyangan, 2005
12005
Penentuan Kuantitas Pemesanan yang Optimal dan Titik Pemesanan Kembali dalam Sistem Persediaan Probabilistik Untuk Berbagai Jenis Barang Dengan Kapasitas Gudang
E Chendra
Jurnal Integral 8 (2), 65-72, 2003
12003
Portfolio management using principal component analysis approach
L Chin, A Sukmana, E Chendra
AIP Conference Proceedings 2877 (1), 2023
2023
Strategi lindung nilai alami untuk asuransi jiwa dengan model tingkat suku bunga CIR
M Anestasia, E Chendra
Program Studi Teknik Informatika Fakultas Teknologi Informasi dan Sains-UNPAR, 2023
2023
Valuing employee stock options (ESOs) for stock price which considers the existence of dividend payments and non-constant interest rates using lattice method
RGRD Wiratmadja, E Chendra, L Chin, A Sukmana
AIP Conference Proceedings 2644 (1), 2022
2022
Artificial neural network method for solving Black-Scholes-Merton partial differential equation
E Chendra, A Sukmana, L Chin
Proceedings Book of the 5th Mediterranean, 90, 2022
2022
Optimum Stocks Portfolio Selection using Fuzzy Decision Theory
L Chin, E Chendra, A Sukmana
2022
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