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 | 16 | 2018 |
Valuation of european and american options under variance gamma process FJ Permana Journal of Applied Mathematics and Physics 2 (11), 1000, 2014 | 9 | 2014 |
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 | 7 | 2020 |
Analysis of portfolio optimization with inequality constraints A Sukmana, L Chin, E Chendra Journal of Physics: Conference Series 1218 (1), 012030, 2019 | 3 | 2019 |
Analisa Optimasi Portofolio yang Memuat Saham-Saham Kelompok LQ45 L Chin, E Chendra, A Sukmana Research Report-Engineering Science 2, 2015 | 3 | 2015 |
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 | 2 | 2019 |
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 | 2 | 2015 |
Palm oil price model of Indonesia market FJ Permana, JD Lesmono, E Chendra Asian Mathematical Conference, 2009 | 2 | 2009 |
Portfolio management using principal component analysis approach L Chin, A Sukmana, E Chendra AIP Conference Proceedings 2877 (1), 2023 | 1 | 2023 |
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 | 1 | 2018 |
Opsi Saham Karyawan (OSK): bonus ataukah bencana? E Chendra Fakultas Teknologi Informasi dan Sains Universitas Katolik Parahyangan, 2016 | 1 | 2016 |
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 | 1 | 2013 |
Modelling Indonesian stock indices using variance gamma FJ Permana, JD Lesmono, E Chendra | 1 | 2011 |
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 | 1 | 2009 |
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 | 1 | 2005 |
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 | 1 | 2003 |
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 |