Basnarkov, Lasko
Full Name
Basnarkov, Lasko
Main Affiliation
Email
lasko.basnarkov@finki.ukim.mk
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Subject
- 1 Asset pricing; Option pricing; Heavy-tailed distributions; Truncated distributions
- 1 Cooperation, Fluctuating environments, Generalized reciprocity
- 1 First keyword · Second keyword · More
- 1 Foreign exchange, Lagged correlations, Partial correlations, Correlation networks, Granger causality, Efficient market hypothesis
- 1 geometric Brownian motion; Fokker–Planck equation; Black–Scholes model; option pricing
Type
Fulltext
Results 1-9 of 9 (Search time: 0.016 seconds).
| Preview | Title | Author(s) | Issue Date | Type | |
|---|---|---|---|---|---|
| 1 | Cooperation dynamics in networked geometric Brownian motion | Stojkoski, Viktor ; Utkovski, Zoran; Basnarkov, Lasko ; Kocarev, Ljupco | 28-Jun-2019 | Article | |
| 2 | Cooperation dynamics of generalized reciprocity in state-based social dilemmas | Stojkoski, Viktor; Utkovski, Zoran; Basnarkov, Lasko ; Kocarev, Ljupcho | 14-May-2018 | Journal Article | |
| 3 | Correlation patterns in foreign exchange markets | Basnarkov, Lasko ; Stojkoski, Viktor; Utkovski, Zoran; Kocarev, Ljupcho | 1-Jul-2019 | Journal Article | |
| 4 | Evolution of cooperation in networked heterogeneous fluctuating environments | Stojkoski, Viktor; Karbevski, Marko; Utkovski, Zoran; Basnarkov, Lasko ; Kocarev, Ljupcho | 15-Jun-2021 | Journal Article | |
| 5 | Evolution of cooperation in populations with heterogeneous multiplicative resource dynamics | Stojkoski, Viktor; Karbevski, Marko; Utkovski, Zoran; Basnarkov, Lasko ; Kocarev, Ljupcho | Dec-2019 | Journal Article | |
| 6 | [HTML] from mdpi.com Full View Generalised geometric Brownian motion: Theory and applications to option pricing | Stojkoski, Viktor; Sandev, Trifce; Basnarkov, Lasko ; Kocarev, Ljupco; Metzler, Ralf | 18-Dec-2020 | Article | |
| 7 | Lead–lag relationships in foreign exchange markets | Basnarkov, Lasko ; Stojkoski, Viktor; Utkovski, Zoran; Kocarev, Ljupco | 1-Feb-2020 | Journal Article | |
| 8 | Option pricing with heavy-tailed distributions of logarithmic returns | Basnarkov, Lasko ; Stojkoski, Viktor; Utkovski, Zoran; Kocarev, Ljupcho | 3-Nov-2019 | Journal Article | |
| 9 | Promoting cooperation by preventing exploitation: The role of network structure | Utkovski, Zoran; Stojkoski, Viktor; Basnarkov, Lasko ; Kocarev, Ljupco | 16-Aug-2017 | Journal Article |