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Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions
(Bucharest : University Politehnica, 2017)
This paper describes application of the homotopy analysis (HA) technique in approximation of infinity convolutions of mixed stochastic distributions, which usually do not have a closed form. The main result is based on HA ...
Application of Mellin Transforms in Determination the Probability Distribution of the Stochastic Volatility Models
(Bucharest : University Politehnica, 2021)
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 ...