Evaluating the Financial Flows of Bessel Processes by Using Spectral Analysis
The article solves the two-parameter task of evaluating the intensity of diffuse Bessel processes by the methods of spectral theory. In particular, barriers for cost of options, where the derivative of financial flows turns into zero, have been considered, and a task for the two-barrier option has b...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Research Centre of Industrial Problems of Development of NAS of Ukraine
2017-07-01
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| Series: | Bìznes Inform |
| Subjects: | |
| Online Access: | http://www.business-inform.net/export_pdf/business-inform-2017-7_0-pages-120_124.pdf |