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...
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| Main Authors: | , |
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| Format: | Book |
| Published: |
Vasyl Stefanyk Precarpathian National University,
2020-11-01T00:00:00Z.
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| Online Access: | Connect to this object online. |
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Internet
Connect to this object online.3rd Floor Main Library
| Call Number: |
A1234.567 |
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| Copy 1 | Available |