Prati
Budhi Arta Surya
Budhi Arta Surya
Victoria University of Wellington, School of Mathematics and Statistics
Potvrđena adresa e-pošte na vuw.ac.nz - Početna stranica
Naslov
Citirano
Citirano
Godina
Evaluating scale functions of spectrally negative Lévy processes
BA Surya
Journal of Applied Probability 45 (1), 135-149, 2008
712008
Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels
AE Kyprianou, BA Surya
Finance and Stochastics 11, 131-152, 2007
712007
Analisis pengaruh tingkat suku bunga sbi, exchange rate, ukuran perusahaan, debt to equity ratio dan bond terhadap yield obligasi korporasi di indonesia
BA Surya, TG Nasher
Jurnal Manajemen Teknologi, 2011
662011
On the Novikov-Shiryaev optimal stopping problems in continuous time
A Kyprianou, B Surya
582005
An approach for solving perpetual optimal stopping problems driven by Lévy processes
BA Surya
Stochastics An International Journal of Probability and Stochastic Processes …, 2007
472007
Discounted penalty function at Parisian ruin for Lévy insurance risk process
R Loeffen, Z Palmowski, BA Surya
Insurance: Mathematics and Economics 83, 190-197, 2018
332018
The Leland–Toft optimal capital structure model under Poisson observations
Z Palmowski, JL Pérez, BA Surya, K Yamazaki
Finance and Stochastics 24, 1035-1082, 2020
142020
A two-phase dynamic contagion model for COVID-19
Z Chen, A Dassios, V Kuan, JW Lim, Y Qu, B Surya, H Zhao
Results in Physics 26, 104264, 2021
132021
Optimal Portofolio Analysis with Risk-free Assets using Index-tracking Portfolio Optimization Model
N Pinasthika, BA Surya
Journal Of Business And Management 3 (7), 2014
122014
Testing the Efficient market Hypothesis on Weak and Semi-Strong form in the Indonesian Stock market
GD Rizkianto, BA Surya
Journal of Business and Management 3 (2), 2014
122014
Effect of sludge sewage quality on heating value: case study in Jakarta, Indonesia
IW Koko, J Lim, B Surya, I Yenis, NK Sari, MM Sari, NL Zahra, FD Qonitan, ...
Desalination and Water Treatment 28071, 1-8, 2022
112022
Optimal stopping problems driven by Lévy processes and pasting principles
BA Surya
Universiteit Utrecht, 2007
112007
Optimal double stopping of a Brownian bridge
EJ Baurdoux, N Chen, BA Surya, K Yamazaki
Advances in Applied Probability 47 (4), 1212-1234, 2015
102015
Optimal portfolio selection based on expected shortfall under generalized hyperbolic distribution
BA Surya, R Kurniawan
Asia-Pacific Financial Markets 21, 193-236, 2014
102014
A note on a change of variable formula with local time-space for Lévy processes of bounded variation
AE Kyprianou, BA Surya
Séminaire de Probabilités XL, 97-104, 2007
102007
Distributional properties of the mixture of continuous-time absorbing Markov chains moving at different speeds
BA Surya
Stochastic Systems 8 (1), 29-44, 2018
82018
Optimal capital structure with scale effects under spectrally negative Lévy models
BA Surya, K Yamazaki
International Journal of Theoretical and Applied Finance 17 (02), 1450013, 2014
82014
Implication of Right Issue Cum and Ex-Date Announcement to the Stock Return (Empirical Study on Indonesia Stock Exchange Period: 2009-2012)
B Sugiana, BA Surya
Bandung Institute of Technology, 2013
82013
Two-dimensional Hull-White model for stochastic volatility and its nonlinear filtering estimation
BA Surya
Procedia Computer Science 4, 1431-1440, 2011
72011
Stress-Testing The Indonesia Economic Sectors by Shock on ITS Macroeconomic Variable (An Analysis of Firm-Wide Probability of Default)
A Munich, BA Surya
Indonesian Journal of Business Administration 2 (2), 68676, 2013
62013
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