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INDONESIA
Journal of the Indonesian Mathematical Society
Published by Indonesian Mathematical Society
ISSN : 20868952     EISSN : 24600245     DOI : -
Core Subject : Education,
Mathematics
Journal of the Indonesian Mathematical Society disseminates new research results in all areas of mathematics and their applications. Besides research articles, the journal also receives survey papers that stimulate research in mathematics and their applications.
Arjuna Subject : -
Articles 14 Documents
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Search results for , issue "Volume 14 Number 1 (April 2008)" : 14 Documents clear
P(I)DE APPROACH FOR INDONESIAN OPTIONS PRICING Gunardi .
Journal of the Indonesian Mathematical Society Volume 14 Number 1 (April 2008)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.14.1.60.37-45

Abstract

Jakarta Stock Exchange Indonesia has started to trade Indonesian options at September 9th, 2004. An Indonesian option can be considered as an American style barrier option with immediate (forced) exercise if the price hits or crosses the barrier before maturity. The payoff of the option is based on a moving average of the price of the underlying stock. The barrier is fixed at the strike price plus or minus a 10 percent. The option is automatically exercised when the underlying stock hits or crosses the barrier and the difference between strike and barrier is paid immediately. We will refer to this type of option as an Indonesian option. In this paper we study the pricing of the Indonesian option under Black-Scholes model by PDE approach and under Variance Gamma model by PIDE approach.DOI :http://dx.doi.org/10.22342/jims.14.1.60.37-45
APPLICATIONS OF DIFFERENTIAL SUBORDINATION AND SUPERORDINATION C. Ganesamoorthy; N. Marikkannan; M. P. Jeyaraman
Journal of the Indonesian Mathematical Society Volume 14 Number 1 (April 2008)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.14.1.62.47-56

Abstract

In the present investigation we obtain asndwich theorems for certain subclass of analytic functions defined by convolution. Our results generalizes several well known results.DOI : http://dx.doi.org/10.22342/jims.14.1.62.47-56
SPLINE FINITE DIFFERENCE METHOD FOR A CLASS OF BOUNDARY-VALUE PROBLEMS I. Khan; T. Aziz; A. Khan; S. M. El-Sayed
Journal of the Indonesian Mathematical Society Volume 14 Number 1 (April 2008)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.14.1.63.57-62

Abstract

"Pdf file"DOI : http://dx.doi.org/10.22342/jims.14.1.63.57-62
A SIMPLE DYNAMICAL MODEL FOR THE GROWTH OF SMOKER POPULATION A. Y. Gunawan; M. E. Nurtamam
Journal of the Indonesian Mathematical Society Volume 14 Number 1 (April 2008)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.14.1.82.63-72

Abstract

In this article, a simple dynamical model derived from the SIR Model that has been known in epidemiology is applied to study qualitatively the growth of smoker population in a closed population system. The population in the system is divided into three groups: potential smokers, active smokers, and quitted smokers. We derive the model by assuming that the quitted smokers can relapse into active smokers. The model consists of three nonlinear and autonomous differential equations, and is then investigated by applying the linear stability theory. We find that the increase of a number of smokers mainly depends on three parameters: how big the interaction between an active smoker and a potential smoker, an average time for being a smoker, and an average time for being a quitted smoker before relapsing into an active smoker. These three parameters are represented by a number R0, so called a threshold condition. For R0 > 1, we find that the population of active smokers always exists. Results also show that low interaction is enough to increase a number of active smokers.DOI : http://dx.doi.org/10.22342/jims.14.1.82.63-72

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