Cover Image

Calculating the Price for Derivative Financial Assets of Bessel Processes Using the Sturm-Liouville Theory

Saved in:

Bibliographic Details
Date:	2017
Main Authors:	I. V. Burtnyak, H. P. Malytska
Format:	Article
Language:	English
Published:	2017
Series:	The problems of economy
Online Access:	http://jnas.nbuv.gov.ua/article/UJRN-0000750239
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Library portal of National Academy of Sciences of Ukraine \| LibNAS

Institution

Library portal of National Academy of Sciences of Ukraine | LibNAS

Similar Items

Evaluating the Financial Flows of Bessel Processes by Using Spectral Analysis
by: I. V. Burtnyak, et al.
Published: (2017)

On extension of the Sturm-Liouville oscillation theory to problems with pulse parameters
by: Zvereva, M. B., et al.
Published: (2008)

Estimation of the solutions of the Sturm-Liouville equation
by: Levin, B. Ya., et al.
Published: (1994)

Sturm-Liouville operators with complex singular coefficients
by: A. S. Horiunov
Published: (2017)

Calculation of Option Prices using Methods of Spectral Analysis
by: I. V. Burtniak, et al.
Published: (2013)

Convergence and Approximation of the Sturm–Liouville Operators with Potentials-Distributions
by: A. S. Horiunov
Published: (2015)

Inverse Eigenvalue Problems for Nonlocal Sturm-Liouville Operators
by: Nizhnik, L.P.
Published: (2009)

Convergence and Approximation of the Sturm–Liouville Operators with Potentials-Distributions
by: Goryunov, A. S., et al.
Published: (2015)

Distribution of eigenvalues and trace formula for the Sturm–Liouville operator equation
by: Aslanova, N. M., et al.
Published: (2010)

Multiinterval Sturm–Liouville boundary-value problems with distributional potentials
by: Goriunov, A.S.
Published: (2014)

Multiinterval Sturm–Liouville boundary-value problems with distributional potentials
by: A. S. Goriunov
Published: (2014)

Weighted estimates of accuracy of difference schemes for Sturm-Liouville problem
by: V. L. Makarov, et al.
Published: (2015)

Inverse Sturm-Liouville problem on a figure-eight graph
by: Gomilko, A. M., et al.
Published: (2008)

Distribution of eigenvalues of the Sturm-Liouville problem with slowly increasing potential
by: Palyutkin, V. G., et al.
Published: (1996)

Asymptotics of Solutions of the Sturm–Liouville Equation with Respect to a Parameter
by: Gomilko, A. M., et al.
Published: (2001)

On the dissipative Sturm–Liouville problem with transmission conditions depending on the eigenparameter
by: Li, Fei-fan, et al.
Published: (2026)

Calculation of Bessel functions by using continued fractions
by: Valeyev, K. G., et al.
Published: (1995)

On inverse problem for singular Sturm-Liouville operator from two spectra
by: Panakhov, E.S., et al.
Published: (2006)

On impulsive Sturm–Liouville operators with singularity and spectral parameter in boundary conditions
by: Amirov, R.Kh., et al.
Published: (2012)

On impulsive Sturm - Liouville operators with singularity and spectral parameter in boundary conditions
by: Amirov, R. Kh., et al.
Published: (2012)

On inverse problem for singular Sturm-Liouville operator from two spectra
by: Panakhov, E. S., et al.
Published: (2006)

Manifolds of Eigenfunctions and Potentials of a Family of Periodic Sturm–Liouville Problems
by: Dymarskii, Ya. M., et al.
Published: (2002)

The Sturm-Liouville Hierarchy of Evolution Equations and Limits of Algebro-Geometric Initial Data
by: Johnson, R., et al.
Published: (2014)

Multi-interval dissipative Sturm—Liouville boundary-value problems with distributional coefficients
by: Goriunov, A.S.
Published: (2020)

Multi-interval dissipative Sturm—Liouville boundary-value problems with distributional coefficients
by: A. S. Goriunov
Published: (2020)

Algoritmic realization of exact three-point difference scheme for Sturm – Liouville problem
by: A. V. Kunynets, et al.
Published: (2020)

Three-point difference schemes of high accuracy order for Sturm-Liouville problem
by: A. V. Kunynets, et al.
Published: (2020)

Application of the FD-method to the solution of the Sturm-Liouville problem with coefficients of special form
by: Klymenko, Ya. V., et al.
Published: (2007)

Bilocal periodic problem for the Sturm-Liouville and Dirak operators as well as certain applications in the theory of nonlinear dynamic systems. I
by: Bogolyubov (juniour), N. N., et al.
Published: (1990)

Sufficient conditions for the convergence of the V. A. Marchenko asymptotic series for eigenvalues of the Sturm–Liouville problem
by: V. L. Makarov
Published: (2014)

Experimental-and-analytical study of the properties of the FD-method components in its application to the Sturm–Liouville problem
by: V. L. Makarov, et al.
Published: (2013)

Reconstruction of the Sturm–Liouville operator with nonseparated boundary conditions and a spectral parameter in the boundary condition
by: Ch. G. Ibadzade, et al.
Published: (2017)

On impulsive Sturm–Liouville operators with Coulomb potential and spectral parameter linearly contained in boundary conditions
by: Amirov, R. Kh., et al.
Published: (2010)

Reconstruction of the Sturm – Liouville operator with nonseparated boundary conditions and a spectral parameter in the boundary condition
by: Ibadzadeh, Ch. G.,, et al.
Published: (2017)

On impulsive Sturm–Liouville operators with Coulomb potential and spectral parameter linearly contained in boundary conditions
by: Amirov, R. Kh., et al.
Published: (2010)

Radii of starlikeness and convexity of Bessel function derivatives
by: E. Deniz, et al.
Published: (2021)

Radii of starlikeness and convexity of Bessel function derivatives
by: Deniz, E., et al.
Published: (2021)

Existence principles for higher-order nonlocal boundary-value problems and their applications to singular Sturm-Liouville problems
by: Stanek, S.
Published: (2008)

Existence principles for higher-order nonlocal boundary-value problems and their applications to singular Sturm-Liouville problems
by: Staněk, S., et al.
Published: (2008)

Spectral problem for Sturm – Liouville operator with retarded argument which contains a spectral parameter in boundary condition
by: E. Şen, et al.
Published: (2016)