The evaluation of derivatives of double barrier options of the Bessel processes by methods of spectral analysis
Ivan Burtnyak, Anna Malytska
| Year of publication: |
2017
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|---|---|
| Authors: | Burtnyak, Ivan ; Malytska, Anna |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 14.2017, 3, p. 126-134
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| Subject: | spectral theory | barrier option | financial flows | Bessel diffusion process | Bessel functions | Green's function | singular parabolic operator | infinitesimal operator | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Derivat | Derivative | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in ukrainischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011867234