Calculation of Option Prices using Methods of Spectral Analysis Вычисление цен опционов методами спектрального анализа
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 reduce...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Research Centre of Industrial Problems of Development of NAS of Ukraine
2013-04-01
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| Series: | Bìznes Inform |
| Subjects: | |
| Online Access: | http://www.business-inform.net/pdf/2013/4_0/152_157.pdf |