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Vol. 2 (1999 year), No. 2
Pivovarova N.B.
Construction of a stochastic model of option cost
In the paper some questions of the calculation of the options cost (premium) of the European and American type have been considered, a stochastic model of the option calculation has been offered, the results of the model calculations have been given.
(in Russian, стр.4, fig. 2, tables. 3, ref 6, MS Word 95, MS Word 95 81 Kb)
Vol. 4 (2001 year), No. 1
Mikaelson O., Zueva M.N., Pivovarova N.B., Tkachenko B.V.
Results of the water quality researches in the river Kola within the framework of the Russian-Swedish Kola Regional Environment Programme (KREP)
The Russian-Swedish project "Kola Regional Environmental Programme" (KREP) has been carried out in the Murmansk region since 1997. The Murmansk State Technical University is a participant of this programme from the very beginning, as the University researchers have taken part as in integration of the new technologies of industrial wastewater purification and in constructing of the project information system as well. The work has considered some results of the water quality analysis of the Kola river using the uniform ecological database of the project.
(in Russian, стр.8, fig. 8, tables. 5, ref 0, MS Word 95, MS Word 95 1380 Kb)
Vol. 4 (2001 year), No. 2
Pivovarova N.B.
Use of Solow production function for two-product firm modelling
The model of general balance has been considered in the work. The model analyses supply and consumption of several kinds of goods and it takes into account the influence of the prices structure on the production structure. Usually the Cobb-Douglas function is used for modelling and instead of this the author proposes to use Solow production function. This function describes processes of resources replacement much fuller. The analytical formulas for lines of effective resources distribution, production opportunities and volume of optimum firm production have been received, when the prices vector is given in case of Solow production function.
(in Russian, стр.4, fig. 2, tables. 0, ref 5, MS Word 95, MS Word 95 24 Kb)