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All Journal Jurnal Pengajaran MIPA Journal on Mathematics Education (JME) Journal on Mathematics Education (JME) Jurnal Pengajaran Matematika dan Ilmu Pengetahuan Alam Jurnal Online Pendidikan Matematika Kontemporer EurekaMatika (Jurnal Online Matematika S1) Indonesian Journal of Science and Technology Jurnal Elemen Jurnal Fourier Journal of Research and Advances in Mathematics Education QALAMUNA: Jurnal Pendidikan, Sosial, dan Agama International Research Journal of Business Studies (E-Journal) Jurnal Kiprah Jambura Journal of Mathematics Jurnal Ilmiah Matematika dan Pendidikan Matematika (JMP) InPrime: Indonesian Journal Of Pure And Applied Mathematics Jurnal Eurekamatika JRAMathEdu (Journal of Research and Advances in Mathematics Education) International Research Journal of Business Studies Journal on Mathematics Education
Ririn Sispiyati
Universitas Pendidikan Indonesia
Arts Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Mathematics Social Sciences Other

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Convergence Numerically of Trinomial Model in European Option Pricing Puspita, Entit; Agustina, Fitriani; Sispiyati, Ririn
International Research Journal of Business Studies Vol. 6 No. 3 (2013): December 2013 - March 2014
Publisher : Universitas Prasetiya Mulya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21632/irjbs.6.3.195-201

Abstract

A European option is a financial contract which gives its holder a right (but not an obligation) to buy or sell an underlying asset from writer at the time of expiry for a pre-determined price. The continuous European options pricing model is given by the Black-Scholes. The discrete model can be priced using the lattice models ih here we use trinomial model. We define the error simply as the difference between the trinomial approximation and the value computed by the Black-Scholes formula. An interesting characteristic about error is how to realize convergence of trinomial model option pricing to Black-Scholes option pricing. In this case we observe the convergence of Boyle trinomial model and trinomial model that built with Cox Ross Rubenstein theory.
Parameter Estimation of a Climate-Based Dengue Mathematical Model in Bandung City Using the Particle Swarm Optimization Algorithm Sindi Meli Nur Afni; Khusnul Novianingsih; Ririn Sispiyati
Jambura Journal of Mathematics Vol 8, No 2: August 2026
Publisher : Department of Mathematics, Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37905/jjom.v8i2.39153

Abstract

Dengue Hemorrhagic Fever (DHF) is spread through the bite of the Aedes aegypti mosquito and is affected by the environment, especially temperature and rainfall. The purpose of this study is to create a SEIR (Susceptible–Exposed–Infected–Recovered) mathematical model taking into account the effects of climate factors and to estimate the parameters of this model using the Particle Swarm Optimization (PSO) algorithm. The analyzed data consisted of monthly reports of the number of dengue fever cases, temperature, and rainfall for the city of Bandung in 2022–2023 and were smoothed using a moving average. The parameter estimation process was performed by minimizing the Mean Absolute Percentage Error (MAPE), and the numerical simulation of the model was performed using the fourth-order Runge–Kutta method (RK4). The results of this study show that the model has two equilibrium points: a disease-free equilibrium point and an endemic equilibrium point, and the stability of the equilibrium points depends on the basic reproduction number R0. The best parameters obtained were β0 = 3.5553, β1 = 0.0021, β2 = 0.0001, σ = 7.5, µ = 0.0011, and γ = 3.6865, with an MAPE value of 0.1740 or 17.40%. These findings indicate that the model is able to represent the pattern of dengue fever spread with a low level of prediction error. Sensitivity analysis showed that the recovery rate parameter (γ) was the most responsive to changes in the model.
Co-Authors Adiwibawa, Muhammad Hilman Andri Novianto Ashilah Azmii, Yusyifa Az-Zahra, Fatimah Cangra Nalika Khadijah Cece Kustiawan Chin, Kin Eng Della Annisa Zahra Dian Usdiyana Elah Nurlaelah Entit puspita Fatimah, Siti Fifih Nurafifah Firdaus, Ivan Luckiyana Fitri Rokhmatillah Fitriani agustina Kartika Yulianti Khusnul Novianingsih Kin Eng Chin Kurniasih, Firda Muhammad Fakhri Naufal Nurafiah, Fifih Rini Marwati Rizky Rosjanuardi Rokhmatillah, Fitri Sadiyyah, Fitriani Halimatus Sindi Meli Nur Afni Wita Aprialita