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  • Search: subject:"Spectral theory"
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Year of publication
Subject
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spectral theory 7 Option pricing theory 3 Optionspreistheorie 3 SPECTRAL THEORY 3 Stochastic process 3 Stochastischer Prozess 3 СПЕКТРАЛЬНАЯ ТЕОРИЯ 3 Derivat 2 Derivative 2 LOCAL VOLATILITY 2 R&D policy 2 SINGULAR WAVE THEORY 2 STOCHASTIC VOLATILITY 2 Volatility 2 Volatilität 2 dynamic stability 2 endogenous growth 2 endogenous structural change 2 government regulation 2 local volatility 2 optimal control 2 regular perturbation theory 2 singular perturbation theory 2 stochastic volatility 2 technological spillovers 2 ЛОКАЛЬНА ВОЛАТИЛЬНіСТЬ 2 ЛОКАЛЬНАЯ ВОЛАТИЛЬНОСТЬ 2 РЕГУЛЯРНА ХВИЛЬОВА ТЕОРіЯ 2 РЕГУЛЯРНАЯ ВОЛНОВАЯ ТЕОРИЯ 2 СИНГУЛЯРНА ХВИЛЬОВА ТЕОРіЯ 2 СИНГУЛЯРНАЯ ВОЛНОВАЯ ТЕОРИЯ 2 СПЕКТРАЛЬНА ТЕОРіЯ 2 СТОХАСТИЧЕСКАЯ ВОЛАТИЛЬНОСТЬ 2 СТОХАСТИЧНА ВОЛАТИЛЬНіСТЬ 2 +) Algebra Spectral theory Performance evaluation 1 Bessel diffusion process 1 Bessel functions 1 Black-Scholes model 1 Black-Scholes-Modell 1 CEV model 1
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Online availability
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Free 7 Undetermined 4
Type of publication
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Article 10 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 8 English 5
Author
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Bondarev, Anton 2 Burtnyak, Ivan 2 Malytska, Anna 2 ВЛАДИМИРОВИЧ, БУРТНЯК ИВАН 2 ПЕТРОВНА, МАЛИЦКАЯ АННА 2 Benedikt, Jiří 1 El Moudni, A. 1 Estrada, Ernesto 1 Franchi, Massimo 1 Hatano, Naomichi 1 Lorig, Matthew 1 Malitskaya Anna P. 1 Manier, M.-A. 1 Nait-Sidi-Moh, A. 1 Paruolo, Paolo 1 Vladimirovich, Burtnyak Ivan 1 АЛЕКСЕЕВИЧ, МАТВЕЕВ БОРИС 1
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Institution
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Dipartimento di Scienze Statistiche, Facoltà di Scienze Statistiche 1
Published in...
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Investment management and financial innovations 2 Business Inform 1 DSS Empirical Economics and Econometrics Working Papers Series 1 European Journal of Operational Research 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Mathematics and Computers in Simulation (MATCOM) 1 Physica A: Statistical Mechanics and its Applications 1 WWZ Working Paper 1 WWZ working paper 1 Бизнес Информ 1 Вестник Южно-Уральского государственного университета. Серия: Экономика и менеджмент 1 Проблемы экономики 1
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Source
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RePEc 8 ECONIS (ZBW) 4 EconStor 1
Showing 1 - 10 of 13
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Heterogeneous R&D spillovers and sustainable growth: Limits to efficient regulation
Bondarev, Anton - 2018
This paper introduces heterogeneity of cross-technologies interactions into the double-differentiated R&D-based endogenous growth model. In this model new technologies appear continuously and older are outdated generating structural change. All technologies may interact with each other through...
Persistent link: https://www.econbiz.de/10011933019
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Heterogeneous R&D spillovers and sustainable growth : limits to efficient regulation
Bondarev, Anton - 2018
This paper introduces heterogeneity of cross-technologies interactions into the double-differentiated R&D-based endogenous growth model. In this model new technologies appear continuously and older are outdated generating structural change. All technologies may interact with each other through...
Persistent link: https://www.econbiz.de/10011790678
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СПЕКТРАЛЬНАЯ ТЕОРИЯ РИСКОВ
АЛЕКСЕЕВИЧ, МАТВЕЕВ БОРИС - In: Вестник Южно-Уральского … 8 (2014) 3, pp. 20-24
Статья посвящена новому разделу науки о рисках, в основе которой лежит спектральная теория случайных процессов. Спектральная теория позволяет расширить наши...
Persistent link: https://www.econbiz.de/10011237421
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ИССЛЕДОВАНИЯ ПРОЦЕССА ОРНШТЕЙНА – УЛЕНБЕКА МЕТОДАМИ СПЕКТРАЛЬНОГО АНАЛИЗА
ВЛАДИМИРОВИЧ, БУРТНЯК ИВАН; … - In: Проблемы экономики (2014) 3, pp. 349-356
Целью данной статьи является разработка методов вычисления приближенной цены для широкого класса ценных бумаг с помощью инструментов спектрального анализа,...
Persistent link: https://www.econbiz.de/10011270300
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ВЫЧИСЛЕНИЕ ЦЕН ОПЦИОНОВ МЕТОДАМИ СПЕКТРАЛЬНОГО АНАЛИЗА
ВЛАДИМИРОВИЧ, БУРТНЯК ИВАН; … - In: Бизнес Информ (2013) 3, pp. 152-157
В статье разработан систематический метод вычисления приближенной цены для широкого класса ценных бумаг с помощью инструментов спектрального анализа,...
Persistent link: https://www.econbiz.de/10011216125
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Calculation of Option Prices using Methods of Spectral Analysis
Vladimirovich, Burtnyak Ivan; Malitskaya Anna P. - In: Business Inform (2013) 4, pp. 152-157
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...
Persistent link: https://www.econbiz.de/10010855759
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Spectral study of options based on CEV model with multidimensional volatility
Burtnyak, Ivan; Malytska, Anna - In: Investment management and financial innovations 15 (2018) 1, pp. 18-25
Persistent link: https://www.econbiz.de/10012001314
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The evaluation of derivatives of double barrier options of the Bessel processes by methods of spectral analysis
Burtnyak, Ivan; Malytska, Anna - In: Investment management and financial innovations 14 (2017) 3, pp. 126-134
Persistent link: https://www.econbiz.de/10011867234
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Normal forms of regular matrix polynomials via local rank factorization
Franchi, Massimo; Paruolo, Paolo - Dipartimento di Scienze Statistiche, Facoltà di … - 2011
The `local rank factorization' (lrf) of a regular matrix polynomial at an eigenvalue consists of a sequence of matrix rank factorizations of a certain function of its coecients; the lrf delivers the local Smith form and extended canonical systems of root functions that correspond to the...
Persistent link: https://www.econbiz.de/10010533582
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Pricing derivatives on multiscale diffusions : an eigenfunction expansion approach
Lorig, Matthew - In: Mathematical finance : an international journal of … 24 (2014) 2, pp. 331-363
Persistent link: https://www.econbiz.de/10010357372
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