Jan Korbel
Jan Korbel
Medical University of Vienna
Email verificata su fjfi.cvut.cz - Home page
Titolo
Citata da
Citata da
Anno
Option Pricing Beyond Black-Scholes Based on Double-Fractional Diffusion
H Kleinert, J Korbel
Physica A: Statistical Mechanics and its Applications 449, 200-214, 2016
572016
A structured open dataset of government interventions in response to COVID-19
A Desvars-Larrive, E Dervic, N Haug, T Niederkrotenthaler, J Chen, ...
Scientific data 7 (1), 1-9, 2020
532020
Modeling of financial processes with a space-time fractional diffusion equation of varying order
J Korbel, Y Luchko
Fractional Calculus and Applied Analysis 19 (6), 1414-1433, 2016
462016
Maximum Entropy Principle in statistical inference: case for non-Shannonian entropies
P Jizba, J Korbel
Physical Review Letters 122, 120601, 2019
382019
On q-Non-extensive Statistics with Non-Tsallisian Entropy
P Jizba, J Korbel
Physica A: Statistical Mechanics and its Applications 444, 808-827, 2016
302016
Multifractal diffusion entropy analysis: Optimal bin width of probability histograms
P Jizba, J Korbel
Physica A: Statistical Mechanics and its Applications 413, 438-458, 2014
292014
Classification of complex systems by their sample-space scaling exponents
J Korbel, R Hanel, S Thurner
New Journal od Physics 20, 093007, 2018
242018
Point Information Gain and Multidimensional Data Analysis
R Rychtáriková, J Korbel, P Macháček, P Císař, J Urban, D Štys
Entropy 2016, 18(10), 372, 2016
23*2016
Applications of the fractional diffusion equation to option pricing and risk calculations
JP Aguilar, J Korbel, Y Luchko
Mathematics 7 (9), 796, 2019
122019
Series representation of the pricing formula for the European option driven by space-time fractional diffusion
JP Aguilar, C Coste, J Korbel
Fractional Calculus and Applied Analysis 21 (4), 981-1004, 2018
122018
Transition between superstatistical regimes: validity, breakdown and applications
P Jizba, J Korbel, H Lavička, M Prokš, V Svoboda, C Beck
Physica A 493, 29-46, 2018
122018
When Shannon and Khinchin meet Shore and Johnson: Equivalence of information theory and statistical inference axiomatics
P Jizba, J Korbel
Physical Review E 101 (4), 042126, 2020
112020
Option Pricing Models Driven by the Space-Time Fractional Diffusion: Series Representation and Applications
JP Aguilar, J Korbel
Fractal and Fractional 2 (1), 15, 2018
102018
Rescaling the nonadditivity parameter in Tsallis thermostatistics
J Korbel
Physics Letters A 381 (32), 2588–2592, 2017
92017
On Statistical Properties of Jizba-Arimitsu Hybrid Entropy
MN Çankaya, J Korbel
Physica A: Statistical Mechanics and its Applications 475, 1-10, 2017
92017
Tsallis thermostatics as a statistical physics of random chains
P Jizba, J Korbel, V Zatloukal
Physical Review E 95, 022103, 2017
92017
Information Geometric Duality of ϕ-Deformed Exponential Families
J Korbel, R Hanel, S Thurner
Entropy 21 (2), 112, 2019
82019
Least informative distributions in maximum q-log-likelihood estimation
MN Çankaya, J Korbel
Physica A: Statistical Mechanics and its Applications 509, 140-150, 2018
82018
Transfer entropy between communities in complex financial networks
J Korbel, X Jiang, B Zheng
Entropy 21 (11), 1124, 2019
72019
Simple formulas for pricing and hedging european options in the finite moment log-stable model
JP Aguilar, J Korbel
Risks 7 (2), 36, 2019
72019
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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