Ivashchuk N. Economic-mathematical modeling of non-standard options pricing processes.

New approaches to modeling dynamics of the nonstandard option prices are offered in view of stochastic character of their parameters. As against to known models with fixed parameters it allows to increase of precision for predicted option prices. Economic-mathematical pricing models are developed for: European style non-standard options with: stochastic jump changes of the risk-free interest rate of return; stochastic jump character of the underlying asset payout rate; stochastic volatility return parameter of an investment portfolio consisted with several underlying assets. Using modern methods of mathematical programming, with the help of these models several many experimental calculations are made.