Приказано за аутора "Jelić, Gordana"
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Application of Mellin Transforms in Determination the Probability Distribution of the Stochastic Volatility Models
Stojanović, Vladica; Kevkić, Tijana; Vujaković, Jelena; Jelić, Gordana; Pažun, BrankicaIn 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 ...