Modelling of derivatives pricing using methods of spectral analysis
In this article expands the method of finding the approximate price for a wide class of derivative financial instruments. Using the spectral theory of self-adjoint operators in Hilbert space and the wave theory of singular and regular perturbations, the analytical formula of the approximate asset pr...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vasyl Stefanyk Precarpathian National University
2020-11-01
|
| Series: | Journal of Vasyl Stefanyk Precarpathian National University |
| Subjects: | |
| Online Access: | https://journals.pnu.edu.ua/index.php/jpnu/article/view/4485 |