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]

Authors

Viktor Stojkoski

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Trifce Sandev

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Lasko Basnarkov

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Ljupco Kocarev

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Ralf Metzler

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