REGISTRATION CERTIFICATE
KV #19905-9705 PR dated 02.04.2013.
FOUNDERS
RESEARCH CENTRE FOR INDUSTRIAL DEVELOPMENT PROBLEMS of NAS of Ukraine (KHARKIV, UKRAINE)
ROR
EDRPOU 05481984
According to the decision No. 802 of the National Council of Television and Radio Broadcasting of Ukraine dated 14.03.2024, is registered as a subject in the field of print media.
ID R30-03156
PUBLISHER
Liburkina L. M.
CATALOG
Annotated catalogue (2011)
Annotated catalogue (2012)
Annotated catalogue (2013)
Annotated catalogue (2014)
Annotated catalogue (2015)
Annotated catalogue (2016)
Annotated catalogue (2017)
Annotated catalogue (2018)
Annotated catalogue (2019)
Annotated catalogue (2020)
Annotated catalogue (2021)
Annotated catalogue (2022)
Annotated catalogue (2023)
Annotated catalogue (2024)
Annotated catalogue (2025)
Annotated catalogue (2026)
Thematic sections of the journal
Proceedings of scientific conferences
|
BUSINESS INFORM №5-2011, Vol.1ABSTRACTS AND INFORMATION ABOUT AUTHORS
22
Section: Economic and Mathematical Modeling
Burtnyak I. V., Malytska H. P.
Study of Volatility with the Help of Modification of Black-Scholes Model (p. 72 - 75)
In this article we use Hobson-Rogers model for values of indexes of the First Stock Trading System. It is the stochastic model of volatility which depends on the range of logarithmic price with exponentially weighted historic importance.
Burtnyak Ivan V. – Doctor of Sciences (Economics), Associate Professor, Professor, Department of Economic Cybernetics, Vasyl Stefanyk Carpathian National University (57 Shevchenka Str., Ivano-Frankіvsk, 76018, Ukraine)
Email: [email protected]
Malytska Hanna P. – Candidate of Sciences (Physics and Mathematics), Associate Professor, Department of Mathematical and Functional Analysis, Vasyl Stefanyk Carpathian National University (57 Shevchenka Str., Ivano-Frankіvsk, 76018, Ukraine)
Article is written in UkrainianDownloads/views: 500 | Download article (pdf) -  |
Reference to this article:
Burtnyak, Ivan V., and Malytska, Hanna P. (2011) “Study of Volatility with the Help of Modification of Black-Scholes Model.” Business Inform 5(1):72–75.
|
FOR AUTHORS
License Contract
Conditions of Publication
Article Requirements
Regulations on Peer-Reviewing
Current Issue
Frequently asked questions
INFORMATION Main page Editorial staff Editorial policy About the Journal Aim and Scope AI AND GENERATIVE AI TOOLS POLICY Announcements and news The Plan of Scientific Conferences Indexing
OUR PARTNERS
Journal «The Problems of Economy»
|
УКР
ENG