Objavljen rad u časopisu "Mathematics"

Djelatnica Zavoda za informatiku i matematiku doc.dr.sc. Petra Posedel Šimović je u suradnji sa kolegicom sa Šumarskog fakulteta objavila rad u prestižnom časopisu Mathematics (Q1) pod naslovom "Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model".

Posedel Šimović, P., Tafro, A., 2021., "Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model". Mathematics 2021.
9(17), 2038; Academic Editors: Jose Niño-Mora and Davide Valenti (This article belongs to the Special Issue Advances in Markovian Dynamic and Stochastic Optimization Models in Diverse Application Areas)

Rad je dostupan na poveznici: https://www.mdpi.com/2227-7390/9/17/2038