Browsing by Author Metzler, Ralf

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[HTML] from mdpi.com Full View Generalised geometric Brownian motion: Theory and applications to option pricingStojkoski, Viktor; Sandev, Trifce; Basnarkov, Lasko ; Kocarev, Ljupco; Metzler, Ralf18-Dec-2020Article
Income inequality and mobility in geometric Brownian motion with stochastic resetting: theoretical results and empirical evidence of non-ergodicityStojkoski, Viktor ; Jolakoski, Petar; Pal, Arnab; Sandev, Trifce; Kocarev, Ljupco; Metzler, Ralf11-Apr-2022Article
Random walks on networks with centrality-based stochastic resettingZelenkovski, Kiril; Sandev, Trifce; Metzler, Ralf; Kocarev, Ljupco; Basnarkov, Lasko 4-Feb-2023Journal Article