Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing

Viktor Stojkoski, Trifce Sandev, Lasko Basnarkov, Ljupco Kocarev, Ralf Metzler. Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing. Entropy, 22(12):1432, 2020. [doi]

Abstract

Abstract is missing.