@article{StojkoskiSandevBasnarkovetal.2020, author = {Viktor Stojkoski and Trifce Sandev and Lasko Basnarkov and Ljupco Kocarev and Ralf Metzler}, title = {Generalised geometric Brownian motion}, journal = {Entropy}, series = {theory and applications to option pricing}, volume = {22}, number = {12}, doi = {10.3390/e22121432}, year = {2020}, }