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Author

Erwinna Chendra

Observed names: E Chendra, E. Chendra
ORCID: 0000-0003-3129-5502
Observed ORCID: 0000-0003-3129-5502
OpenAlex ID: A5090149905
Analysis of portfolio optimization with lot of stocks amount constraint: case study index LQ45
2018 · Liem Chin, Erwinna Chendra, et al. · IOP Conference Series Materials Science and Engineering · 13
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An improved of Hull–White model for valuing Employee Stock Options (ESOs)
2019 · Erwinna Chendra, Kuntjoro A. Sidarto · Review of Quantitative Finance and Accounting · 8
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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Analysis of portfolio optimization with inequality constraints
2019 · Agus Sukmana, Liem Chin, et al. · Journal of Physics Conference Series · 4
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Pricing 'partial-average' Asian options with the binomial method
2018 · Erwinna Chendra, Kuntjoro Adji Sidarto, et al. · International Journal of Banking Accounting and Finance · 2
Pricing Employee Stock Options (ESOs) with Random Lattice
2018 · E Chendra, L Chin, et al. · IOP Conference Series Materials Science and Engineering · 1
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On the modeling of employee voluntary early exercise for the valuation of Employee Stock Options
2013 · Erwinna Chendra, Kuntjoro Adji Sidarto, et al. · International Conference on Advances in Computing, Communications and Informatics (ICACCI) · 1
A probabilistic approach to portfolio selection with risk-aversion coefficients estimated via logistic regression
2026 · Liem Chin, Agus Sukmana, et al. · DOAJ (DOAJ: Directory of Open Access Journals)
Geometry-Based Differentially Private Synthetic Tabular Data Generation via K-Means Clustering with Bounded and Discrete Feature Constraints
2026 · Robby Robby, Agus Sukmana, et al. · CAUCHY Jurnal Matematika Murni dan Aplikasi
Portfolio management using principal component analysis approach
2023 · Liem Chin, Agus Sukmana, et al. · AIP conference proceedings
Pricing Employee Stock Options With an Asian Style Using a Modified Binomial Method: Case Study From Indonesian Eso
2022 · E. Chendra, K.A. Sidarto, et al. · International Journal of Apllied Mathematics
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Valuing employee stock options (ESOs) for stock price which considers the existence of dividend payments and non-constant interest rates using lattice method
2022 · Raden Gemalla Rachma Dewi Wiratmadja, Erwinna Chendra, et al. · AIP conference proceedings
Pemilihan portofolio saham yang optimum menggunakan teori keputusan fuzzy
2019 · Erwinna Chendra, Agus Sukmana, et al.
Pricing employee stock options with Asian style using binomial method : case study in Indonesia
2019 · Erwinna Chendra, Agus Sukmana, et al.
Komunitas Ibu Belajar Matematika (IBM) Semester Ganjil 2019/2020
2019 · Erwinna Chendra, Agus Sukmana, et al.
Optimum Stocks Portfolio Selection using Fuzzy Decision Theory
2019 · Liem Chin, Erwinna Chendra, et al. · International MIPAnet Conference on Science and Mathematics (IMC-SciMath)
Analisa optimasi portofolio dengan kendala berupa pertidaksamaan
2018 · Erwinna Chendra, Agus Sukmana, et al.
Analisa optimasi portofolio dengan kendala jumlah lot saham
2016 · Liem Chin, Erwinna Chendra, et al.
Menjadi pendidik abad 21 : program pendampingan guru Yayasan Kanisius Cabang Yogyakarta
2016 · Agus Sukmana, Erwinna Chendra, 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
Komunitas Ibu Belajar Matematika (IBM) : mitra SDN Ciumbuleuit 1 dan 3
2014 · Iwan Sugiarto, Agus Sukmana, et al. · Proceedings of the London Mathematical Society
Penentuan harga opsi eksotik dan value-at-risk untuk dinamika harga aset yang mengikuti proses varians gamma : studi kasus di Indonesia
2014 · Ferry Jaya Permana, Erwinna Chendra, et al.
Bahan ajar untuk pelatihan dan pendampingan matematika SD
2013 · Agus Sukmana, Surya Wu, et al.
Hedging Strategy Simulation For At-The-Money Forward Percentages Call Spreads European Option
2008 · Zainal Abidin Koemadji, Erwinna Chendra, et al.
Works count: 26
Citation count: 35
H-index: 4
I10-index: 1
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