Budhi Arta Surya
Budhi Arta Surya
Victoria University of Wellington, School of Mathematics and Statistics
Bestätigte E-Mail-Adresse bei vuw.ac.nz - Startseite
Zitiert von
Zitiert von
Evaluating scale functions of spectrally negative Lévy processes
BA Surya
Journal of Applied Probability 45 (1), 135-149, 2008
Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels
AE Kyprianou, BA Surya
Finance and Stochastics 11 (1), 131-152, 2007
On the Novikov-Shiryaev optimal stopping problems in continuous time
A Kyprianou, B Surya
Electronic Communications in Probability 10, 146-154, 2005
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 10 (2), 186-195, 2011
An approach for solving perpetual optimal stopping problems driven by Lévy processes
BA Surya
Stochastics An International Journal of Probability and Stochastic Processes …, 2007
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
Optimal stopping problems driven by Lévy processes and pasting principles
BA Surya
Utrecht University, 2007
Optimal portfolio selection based on expected shortfall under generalized hyperbolic distribution
BA Surya, R Kurniawan
Asia-Pacific Financial Markets 21 (3), 193-236, 2014
Optimal double stopping of a Brownian bridge
EJ Baurdoux, N Chen, BA Surya, K Yamazaki
Advances in Applied Probability 47 (4), 1212-1234, 2015
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
Optimal portfolio analysis with risk-free assets using index-tracking and Markowitz mean-variance portfolio optimization model
N Pinasthika, BA Surya
Journal Of Business And Management 3 (7), 737-751, 2014
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
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
Testing the Efficient Market Hypothesis on Weak and Semistrong Form in the Indonesian Stock Market
GD Rizkianto, BA Surya
Journal of Business and Management 3 (2), 179-190, 2014
Two-dimensional Hull-White model for stochastic volatility and its nonlinear filtering estimation
BA Surya
Procedia Computer Science 4, 1431-1440, 2011
The Leland–Toft optimal capital structure model under Poisson observations
Z Palmowski, JL Pérez, BA Surya, K Yamazaki
Finance and Stochastics 24 (4), 1035-1082, 2020
Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process
BA Surya
2017 MATRIX Annals, 311-326, 2019
Distributional Properties of the Mixture of Continuous-Time Absorbing Markov Chains Moving at Different Speeds
BA Surya
Stochastic Systems 8 (1), 29-44, 2018
A two-phase dynamic contagion model for Covid-19
Z Chen, A Dassios, V Kuan, JW Lim, Y Qu, B Surya, H Zhao
Available at SSRN 3624102, 2020
Business Strategy Recommendation for Que Rico Hamburguesa Restaurant
V Badalamenti, M Hamsal
Indonesian Journal of Business Administration 2 (4), 68669, 2013
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