@article{
author = "Stojanović, Vladica and Kevkić, Tijana and Vujaković, Jelena and Jelić, Gordana and Pažun, Brankica",
year = "2021",
abstract = "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 time series with Gaussian innovations have been considered, and their PDFs were obtained by using the inverse SMT formula.",
publisher = "Bucharest : University Politehnica",
journal = "U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics",
title = "Application of Mellin Transforms in Determination the Probability Distribution of the Stochastic Volatility Models",
volume = "83",
number = "1",
pages = "169-178",
url = "https://hdl.handle.net/21.15107/rcub_jakov_1670"
}