Development Management
Development Management
ISSN 2413-9610 e-ISSN 2663-2365 UDC 004; 005; 35; 336; 65
DOI: 10.57111/devt
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Author

Anna Malytska

Vasyl Stefanyk Precarpathian National University

76018, 57 Shevchenko Str., Ivano-Frankivsk, Ukraine

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open access

Keywords: stock market, Vasicek model, spectral theory, singular wave theory, regular wave theory, stochastic volatility, implied volatility

Finding the derivative price using the Vasicek model with multidimensional stochastic volatility

Ivan Burtnyak, Anna Malytska

http://doi.org/10.21511/dm.17(4).2019.02

Suggested citation

Burtnyak, I., & Malytska, A. (2019). Finding the derivative price using the Vasicek model with multidimensional stochastic volatility. Development Management, 18(4), 19-30. http://doi.org/10.21511/dm.17(4).2019.02
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  • 14.01.2020
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  • Development Management - Volume 18, No. 4, 2019