Вычисление цен опционов методами спектрального анализа ИВ Буртняк, АП Малицкая Бизнес информ, 152-157, 2013 | 10 | 2013 |
Simulation of stock market prising using the model CEV ІV Burtnyak, A Malytska The actual problems of regional ecomomy development, 41-47, 2021 | 9 | 2021 |
Spectral study of options based on CEV model with multidimensional volatility I Burtnyak, A Malytska Investment Management and Financial Innovations, 18-25, 2018 | 9 | 2018 |
Исследования процесса Орнштейна–Уленбека методами спектрального анализа ИВ Буртняк, АП Малицкая Проблемы экономики, 349-356, 2014 | 9 | 2014 |
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 | 8 | 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 | 7 | 2017 |
Algebras of weakly symmetric functions on spaces of Lebesgue measurable functions IV Burtnyak, YY Chopyuk, SI Vasylyshyn, TV Vasylyshyn Carpathian Mathematical Publications 15 (2), 411-419, 2023 | 5 | 2023 |
CEV Model with Stochastic Volatility I BURTNYAK, A MALYTSKA Journal of Vasyl Stefanyk Precarpathian National University 6 (3-4), 22-28, 2019 | 5 | 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 | 5 | 2018 |
Evaluating the financial flows of Bessel processes by using spectral analysis IV Burtnyak, HP Malytska Бізнес Інформ, 120-124, 2017 | 5 | 2017 |
Calculating the price for derivative financial assets of Bessel processes using the Sturm-Liouville theory IV Burtnyak, HP Malytska Проблеми економіки, 310-316, 2017 | 4 | 2017 |
Option prices calculation by spectral analysis methods IV Burtnyak, HP Malytska Business Inform 4, 152-158, 2013 | 4 | 2013 |
ДОСЛІДЖЕННЯ ВОЛАТИЛЬНОСТІ ЗА ДОПОМОГОЮ МОДИФІКАЦІЇ МОДЕЛІ БЛЕКА ШОУЛЗА ІВ Буртняк, ГП МАЛИЦЬКА, І ФРАНКІВСЬК Бизнес Информ, 1, 2011 | 4 | 2011 |
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 |
Degenerate Parabolic Systems of the Diffusion Type with Inertia. HP Malytska, IV Burtnyak Journal of Mathematical Sciences 249 (3), 2020 | 3 | 2020 |
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 | 3 | 2019 |
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 | 3 | 2015 |
Фундаментальнi матрицi розв’язкiв одного класу вироджених параболiчних систем IV Burtnyak, HP Malytska Carpathian Mathematical Publications 4 (1), 12–22-12–22, 2012 | 3 | 2012 |
Model dependent way volatility for the index PFTS IV Burtnyak, GP Malytska Business Inf 3, 48-50, 2012 | 3 | 2012 |
Застосування моделі Гобсона-Роджерса для дослідження індексу ПФТС ІВ Буртняк, ГП Малицька Моделювання регіональної економіки, 13-19, 2011 | 3 | 2011 |