Full Name
Basnarkov, Lasko
 
Email
lasko.basnarkov@finki.ukim.mk
 
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Publications

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Type:  Article
Subject:  geometric Brownian motion; Fokker–Planck equation; Black–Scholes model; option pricing

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PreviewTitleAuthor(s)Issue DateType
1[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