Endah R. M. Putri

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Derivation of multi-asset Black-Scholes differential equations	2024-04-08	Paper
A deep-genetic algorithm (deep-GA) approach for high-dimensional nonlinear parabolic partial differential equations Computers & Mathematics with Applications	2024-01-05	Paper
The application of model predictive control on stock portfolio optimization with prediction based on geometric Brownian motion-Kalman filter Journal of Industrial and Management Optimization	2022-08-23	Paper
A semi-analytic valuation of American options under a two-state regime-switching economy Physica A	2022-08-15	Paper
A deposit insurance pricing with a multi-state regime-switching volatility International Journal of Applied and Computational Mathematics	2022-03-15	Paper
Finite maturity American-style stock loans with regime-switching volatility The ANZIAM Journal	2021-10-26	Paper
Removing non-smoothness in solving Black-Scholes equation using a perturbation method Physics Letters. A	2021-10-14	Paper
Removing non-smoothness in solving Black-Scholes equation using a perturbation method (available as arXiv preprint)	2021-04-15	Paper
Semi-analytic valuation of stock loans with finite maturity Communications in Nonlinear Science and Numerical Simulation	2020-09-10	Paper
Finite maturity margin call stock loans Operations Research Letters	2018-09-28	Paper

Research outcomes over time

This page was built for person: Endah R. M. Putri