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Vol 11, No 1 (2026): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI Numerical Pricing of Discrete-Dividend European Options: An Empirical Case Study Abstract  PDF
Muhammad Gibran Elgiffary, Rudianto Artiono
 
Vol 11, No 2 (2026): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI Sobol and GJR-GARCH for Dominant Factors of European Option Prices in Blue-Chip Index Constituent Stocks Abstract  PDF
Nathania Azzah Mu’azara, Rudianto Artiono
 
Vol 11, No 2 (2026): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI Remodeling and Application of Stock Option Price Based on Skewed Laplace Distribution Approach Abstract  PDF
Evy Sulistianingsih, Ferdi Afrizal, Muhammad Fikri, Pitriani -
 
Vol 10, No 2 (2025): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI Numerical Solution of the Time-Fractional Black-Scholes Equation and Its Application to European Option Pricing Abstract  PDF
Elza Rahma Dihna, Endang Rusyaman, Sukono Sukono
 
Vol 11, No 2 (2026): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI Modified Black-Scholes Model for Valuing Employee Stock Options with Constant Exit Rate: A Case Study of a Banking Company in Indonesia Abstract  PDF
Permadi Yulianto, Rudianto Artiono
 
Vol 11, No 1 (2026): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI Numerical Pricing of European Stock Options Using Black-Scholes Interval Model Abstract  PDF
Muhammad Iqbal Aditama, Rudianto Artiono
 
Vol 11, No 2 (2026): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI Bankruptcy Risk Analysis and Estimation of Healthy and Distressed Stocks Using Extended Black-Scholes Model Abstract  PDF
Ram Daniel Andrian Vernando, Rudianto Artiono
 
Vol 1, No 4 (2011): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI Estimasi Harga Multi-State European Call Option Menggunakan Model Binomial Abstract  PDF  PS
Mila Kurniawaty, Endah Rokhmati, Endah Rokhmati
 
Vol 1, No 1 (2009): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI Empat Model Aproksimasi Binomial Harga Saham Model black-Scholes Abstract  PDF  PS
Abdul Aziz
 
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