Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/1963
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dc.contributor.authorБуртняк, Іван Володимирович-
dc.contributor.authorМалицька, Ганна Петрівна-
dc.date.accessioned2020-03-24T13:29:10Z-
dc.date.available2020-03-24T13:29:10Z-
dc.date.issued2013-06-11-
dc.identifier.urihttp://hdl.handle.net/123456789/1963-
dc.description.abstractThe 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.isouk_UAuk_UA
dc.subjectstochastic volatility, local volatility, spectral theory, singular wave theory, regular wave theoryuk_UA
dc.titleCalculation of Option Prices Using Methods of Spectral Analysisuk_UA
dc.typeArticleuk_UA
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