68 citations · 324 across the 23 of their papers we have counts for
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q-fin.PR2020★ 65 cited
Generalised geometric Brownian motion: Theory and applications to option pricing
Viktor Stojkoski, Trifce Sandev, Lasko Basnarkov +2
Classical option pricing schemes assume that the value of a financial asset follows a geometric Brownian motion (GBM). However, a growing body of studies suggest that a simple GBM…
physics.soc-ph2020★ 68 cited
SEAIR epidemic spreading model of COVID-19
Lasko Basnarkov
We study Susceptible-Exposed-Asymptomatic-Infectious-Recovered (SEAIR) epidemic spreading model of COVID-19. It captures two important characteristics of the infectiousness of COVI…