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Ferry Jaya Permana

Observed names: F J Permana, F. J. Permana, F.J. Permana, Ferry J. Permana, Jaya Permana Ferry
ORCID: 0000-0003-4433-0717
Observed ORCID: 0000-0003-4433-0717
OpenAlex ID: A5038461065
A Closed Form Approach to the Valuation and Hedging of Basket and Spread Option
2007 · Svetlana Borovkova, Ferry J. Permana, et al. · The Journal of Derivatives · 88
Modelling electricity prices by the potential jump-diffusion
2006 · Svetlana Borovkova, Ferry Jaya Permana · Kluwer Academic Publishers eBooks · 48
Implied volatility in oil markets
2008 · Svetlana Borovkova, Ferry J. Permana · Computational Statistics & Data Analysis · 23
American Basket and Spread Option Pricing by a Simple Binomial Tree
2012 · S.A. Borovkova, F.J. Permana, et al. · The Journal of Derivatives · 18
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Valuation of European and American Options under Variance Gamma Process
2014 · Ferry Jaya Permana, Dharma Lesmono, et al. · Journal of Applied Mathematics and Physics · 6
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Asian basket options and implied correlations in oil markets
2007 · Svetlana Borovkova, Ferry Jaya Permana · 6
Perhitungan Nilai-nilai Aktuaria Dengan Asumsi Tingkat Suku Bunga Berubah Secara Stokastik
2011 · Dewi S Kumala, Jaya Permana Ferry, et al. · 5
Modeling electricity prices by potential Lévy diffusions
2009 · Svetlana Borovkova, Ferry Jaya Permana, et al. · The Journal of Energy Markets · 5
A Claim-based Risk Mapping of Construction All-Risk Insurance in Indonesia
2025 · Andreas Arianto Pramudya, Andreas Wibowo, et al. · Construction Economics and Building · 3
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Bus schedule modelling in Bandung, Indonesia, using max-plus algebra
2020 · I Sugiarto, F J Permana, et al. · IOP Conference Series Materials Science and Engineering · 2
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Parameter Estimation of Lognormal and Pareto Type I Distributions Using Frequentist and Bayesian Inferences
2025 · Jenisha Then, Ferry Jaya Permana, et al. · BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPAN · 1
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Literasi Aktuaria di SMA Kristen Trimulia Bandung
2024 · Ferry Jaya Permana, Dharma Lesmono, et al. · Subaktya. · 1
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Metode Excess-of-Loss Menggunakan Bayesian untuk Memodelkan Tingkat Keparahan Klaim
2020 · Felivia Kusnadi, Benny Yong, et al. · MAJAMATH Jurnal Matematika dan Pendidikan Matematika · 1
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A closed form approach to valuing and hedging basket options
2006 · Svetlana Borovkova, Ferry Jaya Permana · Computing in Economics and Finance · 1
Empirical analysis of analytic approximation approaches for pricing and hedging spread options
2006 · Svetlana Borovkova, Ferry Jaya Permana, et al. · Data Archiving and Networked Services (DANS) · 1
A Review of Studies of Insurance in the Construction Industry
2026 · Andreas A. Pramudya, Andreas Wibowo, et al. · Lecture notes in intelligent transportation and infrastructure
Flood Reinsurance Premium Pricing Based on the Standard Deviation Principle With Pot-based Thresholds for Mortality and Property Damage Risks
2025 · Vanessa Anggriawan, Ferry Jaya Permana, et al. · DOAJ (DOAJ: Directory of Open Access Journals)
Pemodelan banyaknya kematian berdasarkan kasus konfirmasi COVID-19 di Indonesia, Malaysia, Thailand, dan Filipina menggunakan model linear tergeneralisasi
2025 · Benny Yong, Ferry Jaya Permana · Majalah Ilmiah Matematika dan Statistika
Uncovering Causal Factors of Claims in Contractors’ All-Risk Insurance: Combination Analysis Based on Historical Data and Expert Opinion
2025 · Andreas A. Pramudya, Andreas Wibowo, et al. · Journal of Legal Affairs and Dispute Resolution in Engineering and Construction
Modeling of unit-linked life insurance with exponential guarantee value and bonus
2024 · Ferry Jaya Permana, Felivia Kusnadi · AIP conference proceedings
Application of the linear hazard transform to model survival probability based on the Indonesian mortality table
2023 · F. J. Permana, I. Sugiarto, et al. · AIP conference proceedings
Pemodelan penjadwalan bis Damri di Bandung dengan menggunakan aljabar max-plus
2019 · Iwan Sugiarto, Ferry Jaya Permana, et al.
Komunitas Ibu Belajar Matematika (IBM) Semester Ganjil 2019/2020
2019 · Erwinna Chendra, Agus Sukmana, et al.
Valuation of Asian American Option Using a Modified Path Simulation Method
2015 · Ferry Jaya Permana, Dharma Lesmono, et al. · World Journal of Engineering and Technology
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Komunitas Ibu Belajar Matematika : Mitra Sdn Bandung Baru 1, Sdn Bandung Baru 2, Sdn Ciumbuleuit 1, Sdn Ciumbuleuit 3 Dan Sdn Ciumbuleuit 4
2014 · Ferry Jaya Permana, Agus Sukmana, et al. · Proceedings of the London Mathematical Society
Works count: 35
Citation count: 209
H-index: 6
I10-index: 4
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