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Application of mellin transforms in determination the probability distribution of the stochastic volatility models
| Title: | Application of mellin transforms in determination the probability distribution of the stochastic volatility models | Authors: | Stojanović, Vladica   ; Kevkić, Tijana ; Vujaković, Jelena ; Jelić, Gordana ; Pažun, Brankica |
Issue Date: | 2021 | Publication: | UPB Scientific Bulletin, Series A: Applied Mathematics and Physics, University Politehnica of Bucharest | ISSN: | 1223-7027 Scientific Bulletin. Applied Mathematics and Physics Search Idenfier |
Type: | Article | Collation: | vol. 83 br. 1 str. 169-178 | WoS-ID: | 000627614800017 | URI: | https://enauka.gov.rs/handle/123456789/771169 https://jakov.kpu.edu.rs/handle/123456789/1670 https://plus.cobiss.net/cobiss/sr/sr/bib/121186057#izum.si |
URL: | https://plus.cobiss.net/cobiss/sr/sr/bib/121186057 https://www.researchgate.net/publication/350102652_APPLICATION_OF_MELLIN_TRANSFORMS_IN_DETERMINATION_THE_PROBABILITY_DISTRIBUTION_OF_THE_STOCHASTIC_VOLATILITY_MODELS |
Metadata source: | (Preuzeto iz ORCID-a) Pazun, Brankica | M-category: | 22M22 |
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