This paper studies a two-player zero-sum Dynkin game arising from pricing an option on asset whose rate of return is unknown to both players. Using filtering techniques, we first reduce the problem bidimensional diffusion (X,Y). Then characterize existence Nash equilibrium in pure strategies which each player stops at hitting time (X,Y) set with moving boundary. A detailed description stopping ...

The problem in this research is the fluctuation amount of net sales, total assets, and income. That is, also affects company's financial performance. To find out performance, it can be calculated using ratios. method used a qualitative quantitative data through primary secondary sources. collection techniques were observation, documentation interview techniques. Based on Return On Asset, Total ...

A new model of asset management for a business organization is proposed based on the uncertainty theory in which the capital assets are managed. Here, a continuous-time utility portfolio problem with the assumption of Hyperbolic Absolute Risk Aversion (HARA) utility function is examined from an investor whose income is generated by return and capital gains on investments in risky tangible asset...

In this period, the manufacturing sector itself recorded a growth of 6.91% despite being under pressure due to COVID-19 pandemic. Therefore, study was conducted determine effect debt financing and firm performance on companies. The sample used 21 companies listed Indonesia Stock Exchange for period 2016 - 2020. sampling technique purposive analytical method panel data regression. results state ...

We analyze the performance of retail firms for the period 1978-97 using public financial data. Our performance measures are long-term stock returns and whether the firm filed for bankruptcy in the period of study. We assume that over a long time period of at least five years, stock returns are a reasonable measure of the overall success of a firm. We have found a very wide disparity in performa...

This study aims to determine the soundness of banking companies listed on Indonesia Stock Exchange in 2016–2020. Assessment bank health is very important because it forms trust world. Measuring a can be done using CAMEL approach, namely analysis factors capital (capital), asset quality (asset quality), management (management), earnings (profitability), liquidity (liquidity). an official measuri...

In the study, it is aimed to investigate determinants of risk-taking behavior banks traded in Borsa Istanbul Bank Index period December 2000 - 2020 by panel cointegration and causality analysis. Risk-taking measured with Z-Score. Ratios related financial structure (Equity/Total Asset), asset quality (Net Credit/Total performance Profit/Total liquidity (Amihud Ratio) franchise value ((Market Val...

This study was conducted to predict the effect of financial ratios on Financial Sustainability Ratio (FSR). The used include Non-Performing Loan (NPL), Deposit (LDR), Net Interest Margin (NIM), Return Assets (ROA), Capital Adequacy (CAR), and Operating Expenses Income (BOPO). Sampling using purposive sampling as many 36 Conventional Commercial Bank companies in Indonesia with a research period ...