68 citations · 324 across the 23 of their papers we have counts for
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q-fin.PR2018
Option Pricing with Heavy-Tailed Distributions of Logarithmic Returns
Lasko Basnarkov, Viktor Stojkoski, Zoran Utkovski +1
A growing body of literature suggests that heavy tailed distributions represent an adequate model for the observations of log returns of stocks. Motivated by these findings, here w…
q-bio.PE2018★ 12 cited
Cooperation dynamics of generalized reciprocity in state-based social dilemmas
Viktor Stojkoski, Zoran Utkovski, Lasko Basnarkov +1
We introduce a framework for studying social dilemmas in networked societies where individuals follow a simple state-based behavioral mechanism based on generalized reciprocity, wh…