Taylor expansion for derivative securities pricing as a precondition for strategic market decisions I Burtnyak, A Malytska Problems and Perspectives in Management 16 (1), 224-231, 2018 | 16 | 2018 |
The evaluation of derivatives of double barrier options of the Bessel processes by methods of spectral analysis I Burtnyak, A Malytska Investment management and financial innovations, 126-134, 2017 | 14 | 2017 |
Вычисление цен опционов методами спектрального анализа ИВ Буртняк, АП Малицкая Бизнес информ, 152-157, 2013 | 13 | 2013 |
Spectral study of options based on CEV model with multidimensional volatility I Burtnyak, A Malytska Investment Management and Financial Innovations, 18-25, 2018 | 12 | 2018 |
Исследования процесса Орнштейна–Уленбека методами спектрального анализа ИВ Буртняк, АП Малицкая Проблемы экономики, 349-356, 2014 | 11 | 2014 |
Evaluating the financial flows of Bessel processes by using spectral analysis IV Burtnyak, HP Malytska Бізнес Інформ, 120-124, 2017 | 9 | 2017 |
CEV Model with Stochastic Volatility I Burtnyak, A Malytska Journal of Vasyl Stefanyk Precarpathian National University 6 (3-4), 22-28, 2019 | 8 | 2019 |
Application of the spectral theory and perturbation theory to the study of Ornstein-Uhlenbeck processes IV Burtnyak, HP Malytska Карпатські математичні публікації, 273, 2018 | 8 | 2018 |
On the Fundamental Solution of the Cauchy Problem for Kolmogorov Systems of the Second Order. HP Malyts' ka, IV Burtnyak Ukrainian Mathematical Journal 70 (8), 2019 | 6 | 2019 |
Calculating the price for derivative financial assets of Bessel processes using the Sturm-Liouville theory IV Burtnyak, HP Malytska Проблеми економіки, 310-316, 2017 | 6 | 2017 |
Research of Ornstein-Uhlenbeck Process Using the Spectral Analysis Methods. IV Burtnyak, HP Malytska Problems of Economy, 2014 | 6 | 2014 |
Degenerate Parabolic Systems of the Diffusion Type with Inertia. HP Malytska, IV Burtnyak Journal of Mathematical Sciences 249 (3), 2020 | 5 | 2020 |
Option prices calculation by spectral analysis methods IV Burtnyak, HP Malytska Business Inform 4, 152-158, 2013 | 5 | 2013 |
Model dependent way volatility for the index PFTS IV Burtnyak, GP Malytska Business Inf 3, 48-50, 2012 | 5 | 2012 |
Structure of the fundamental solution of Cauchy problem for Kolmogorov systems of second-order I Burtnyak, H Malytska Journal of Vasyl Stefanyk Precarpathian National University 2 (4), 9-22, 2015 | 4 | 2015 |
ДОСЛІДЖЕННЯ ВОЛАТИЛЬНОСТІ ЗА ДОПОМОГОЮ МОДИФІКАЦІЇ МОДЕЛІ БЛЕКА ШОУЛЗА ІВ Буртняк, ГП Малицька | 4 | 2011 |
Метод параметрикса для ультрапараболических систем ІВ Буртняк, ГП Малицька Vasyl Stefanyk Precarpathian National University, 57 Shevchenka str., 76018 …, 2010 | 4 | 2010 |
Application of symmetric analytic functions to spectra of linear operators I Burtnyak, I Chernega, V Hladkyi, O Labachuk, Z Novosad Carpathian Mathematical Publications 13 (3), 701-710, 2021 | 3 | 2021 |
Finding the derivative price using the Vasicek model with multidimensional stochastic volatility I Burtnyak, A Malytska Management 17 (4), 19-30, 2021 | 3 | 2021 |
Modelling of derivatives pricing using methods of spectral analysis I Burtnyak, A Malytska Journal of Vasyl Stefanyk Precarpathian National University 7 (3), 128-136, 2020 | 3 | 2020 |