Concepedia

Ferry Jaya Permana

FJ

3

Publications

139

Citations

3

H-Index

2007

Active since

Affiliations

Delft University of Technology(Current)

University of Amsterdam

Ferry Jaya Permana is an author at Delft University of Technology specializing in asset pricing, financial economics, and finance.

ORCID

Top concepts

Publications per year

2007–2012

3

Publications

3

A Closed Form Approach to the Valuation and Hedging of Basket and Spread Option

Svetlana Borovkova, Ferry Jaya Permana, Hans van der Weide · The Journal of Derivatives · 2007 · 100 citations

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Implied volatility in oil markets

Svetlana Borovkova, Ferry Jaya Permana · Computational Statistics & Data Analysis · 2008 · 21 citations

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American Basket and Spread Option Pricing by a Simple Binomial Tree

Svetlana Borovkova, Ferry Jaya Permana, J.A.M. van der Weide · The Journal of Derivatives · 2012 · 18 citations · Full text

, , +17

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