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]
@article{StojkoskiSBKM20,
title = {Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing},
author = {Viktor Stojkoski and Trifce Sandev and Lasko Basnarkov and Ljupco Kocarev and Ralf Metzler},
year = {2020},
doi = {10.3390/e22121432},
url = {https://doi.org/10.3390/e22121432},
researchr = {https://researchr.org/publication/StojkoskiSBKM20},
cites = {0},
citedby = {0},
journal = {Entropy},
volume = {22},
number = {12},
pages = {1432},
}