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
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
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

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