| A closed form approach to the valuation and hedging of basket and spread options S Borovkova, FJ Permana, H Weide Journal of Derivatives 14 (4), 8, 2007 | 87 | 2007 |
| Modelling electricity prices by the potential jump-diffusion S Borovkova, FJ Permana Stochastic Finance, 239-263, 2006 | 73 | 2006 |
| Implied volatility in oil markets S Borovkova, FJ Permana Computational Statistics & Data Analysis 53 (6), 2022-2039, 2009 | 32 | 2009 |
| American basket and spread option pricing by a simple binomial tree SA Borovkova, FJ Permana, JAM Van Der Weide Journal of Derivatives 19 (4), 29, 2012 | 23 | 2012 |
| Stochastic finance AN Shiryaev, M do Rosário Grossinho, PE Oliveira, ML Esquível Springer Science & Business Media, 2006 | 21 | 2006 |
| Modeling electricity prices by potential Lévy diffusions S Borovkova, FJ Permana, I Pavlyukevich The Journal of Energy Markets 2 (3), 83, 2009 | 12 | 2009 |
| Valuation of european and american options under variance gamma process FJ Permana Journal of Applied Mathematics and Physics 2 (11), 1000, 2014 | 9 | 2014 |
| Perhitungan Nilai-Nilai Aktuaria Dengan Asumsi Tingkat Suku Bunga Berubah Secara Stokastik KD Sanjaya, FJ Permana, F Kristiani Jurnal Mat Stat Vol. 11 No 2, 149-162, 2011 | 7* | 2011 |
| Asian basket options and implied correlations in energy markets S Borovkova, FJ Permana preprint, 2010 | 6 | 2010 |
| Asian basket options and implied correlations in oil markets S Borovkova, FJ Permana Proceedings of the Fourth IASTED International Conference on Financial …, 2007 | 5 | 2007 |
| Modelling Dynamics of LQ45 Index using Potential Diffusion D Lesmono, FJ Permana 7th ICIAM, 18-22, 2011 | 2 | 2011 |
| Palm oil price model of Indonesia market FJ Permana, JD Lesmono, E Chendra Asian Mathematical Conference, 2009 | 2 | 2009 |
| A closed form approach to the valuation and hedging of basket and spread option FJ Permana, HVD Weide, S Borovkova J Deriv 14 (4), 8-24, 2007 | 2 | 2007 |
| Empirical analysis of analytic approximation approaches for pricing and hedging spread options S Borovkova, FJ Permana, JAM van der Weide MATHEMATICS DAY, 45, 2006 | 2 | 2006 |
| Metode Excess-of-Loss Menggunakan Bayesian untuk Memodelkan Tingkat Keparahan Klaim F Kusnadi, B Yong, FJ Permana MAJAMATH: Jurnal Matematika dan Pendidikan Matematika 3 (2), 120-129, 2020 | 1 | 2020 |
| Pemodelan penjadwalan bis Damri di Bandung dengan menggunakan aljabar max-plus I Sugiarto, FJ Permana, P Prawiranegara Lembaga Penelitian dan Pengabdian Kepada Masyarakat Universitas Katolik …, 2019 | 1 | 2019 |
| Modelling Indonesian stock indices using variance gamma FJ Permana, JD Lesmono, E Chendra | 1 | 2011 |
| Stochastic price process models of rolling gold traded in Indonesia market FJ Permana, JD Lesmono, E Chendra Institute for Mathematical Research, Universiti Putra Malaysia, 2009 | 1 | 2009 |
| A closed form approach to valuing and hedging basket options S Borovkova, F Permana Computing in Economics and Finance 2006, 2006 | 1 | 2006 |
| Application of the linear hazard transform to model survival probability based on the Indonesian mortality table FJ Permana, I Sugiarto, Y Johan AIP Conference Proceedings 2824 (1), 2023 | | 2023 |
