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http://hdl.handle.net/123456789/1963
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DC Field | Value | Language |
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dc.contributor.author | Буртняк, Іван Володимирович | - |
dc.contributor.author | Малицька, Ганна Петрівна | - |
dc.date.accessioned | 2020-03-24T13:29:10Z | - |
dc.date.available | 2020-03-24T13:29:10Z | - |
dc.date.issued | 2013-06-11 | - |
dc.identifier.uri | http://hdl.handle.net/123456789/1963 | - |
dc.description.abstract | The article develops a systematic method of calculation of an approximate price for a wide range of securities with the help of instruments of spectral analysis, singular and regular wave theory. Price of options depend on stochastic volatility, which depends on a method. Finding the price is reduced to solution of a problem of finding own values and own functions of a specific equation. | uk_UA |
dc.language.iso | uk_UA | uk_UA |
dc.subject | stochastic volatility, local volatility, spectral theory, singular wave theory, regular wave theory | uk_UA |
dc.title | Calculation of Option Prices Using Methods of Spectral Analysis | uk_UA |
dc.type | Article | uk_UA |
Appears in Collections: | Статті та тези (ЕФ) |
Files in This Item:
File | Description | Size | Format | |
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business-inform-2013-4_0-pages-152_157.pdf | 5.08 MB | Adobe PDF | View/Open |
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