Calculation of Option Prices Using Methods of Spectral Analysis

Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/1963

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DC Field	Value	Language
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)

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