Skip to content

Author

Rudianto Artiono

2 papers indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Open access Nov 2026

Sobol and GJR-GARCH for Dominant Factors of European Option Prices in Blue-Chip Index Constituent Stocks

Conditional volatility-based option pricing research generally emphasizes improving volatility inputs, but has not yet fully explained the relative contribution of each parameter to variation in simulated option-pricing responses for Indonesian index stocks. This study integrates BlackScholes, GJR-GARCH asymmetric vola...

Nathania Azzah Mu'azara, Rudianto Artiono · 0 citations
Open access Nov 2026

Bankruptcy Risk Analysis and Estimation of Healthy and Distressed Stocks Using Extended Black-Scholes Model

The classical Black-Scholes model assumes that stock prices follow a Geometric Brownian Motion (GBM) process, in which stock prices remain strictly positive throughout time. However, this assumption restricts the model’s capability to represent firms experiencing financial distress, where stock prices may gradually app...

Ram Daniel Andrian Vernando, Rudianto Artiono · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.