"Generalised Geometric Brownian Motion: Theory and Applications to Option ..."

Viktor Stojkoski et al. (2020)

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DOI: 10.3390/E22121432

access: open

type: Journal Article

metadata version: 2023-09-30

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  - journals/entropy/StojkoskiSBKM20
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  - https://dblp.org/rec/journals/entropy/StojkoskiSBKM20
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)

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