Prikazano za temu "Mellin transforms"
Prikaz rezultata 1-1 od 1
-
Application of Mellin Transforms in Determination the Probability Distribution of the Stochastic Volatility Models
In this paper, an application of the Stochastic Mellin Transforms (SMTs) in determination of the probability distribution functions (PDFs) of the Stochastic Volatility (SV) models is proposed. In that aim, three basic SV ...