Prati
Jan Korbel
Jan Korbel
Complexity Science Hub Vienna
Potvrđena adresa e-pošte na csh.ac.at - Početna stranica
Naslov
Citirano
Citirano
Godina
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), 285, 2020
2192020
Maximum Entropy Principle in statistical inference: case for non-Shannonian entropies
P Jizba, J Korbel
Physical Review Letters 122, 120601, 2019
1002019
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
792016
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
782016
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
382014
On q-Non-extensive Statistics with Non-Tsallisian Entropy
P Jizba, J Korbel
Physica A: Statistical Mechanics and its Applications 444, 808-827, 2016
362016
Classification of complex systems by their sample-space scaling exponents
J Korbel, R Hanel, S Thurner
New Journal od Physics 20, 093007, 2018
332018
An overview of generalized entropic forms (a)
VM Ilić, J Korbel, S Gupta, AM Scarfone
Europhysics Letters 133 (5), 50005, 2021
312021
Transfer entropy between communities in complex financial networks
J Korbel, X Jiang, B Zheng
Entropy 21 (11), 1124, 2019
302019
Applications of the fractional diffusion equation to option pricing and risk calculations
JP Aguilar, J Korbel, Y Luchko
Mathematics 7 (9), 796, 2019
302019
Balance and fragmentation in societies with homophily and social balance
TM Pham, AC Alexander, J Korbel, R Hanel, S Thurner
Scientific Reports 11 (1), 17188, 2021
29*2021
Empirical social triad statistics can be explained with dyadic homophylic interactions
TM Pham, J Korbel, R Hanel, S Thurner
Proceedings of the National Academy of Sciences 119 (6), e2121103119, 2022
282022
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
27*2016
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
262020
Tsallis thermostatics as a statistical physics of random chains
P Jizba, J Korbel, V Zatloukal
Physical Review E 95, 022103, 2017
242017
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
222018
Applications of Hilfer-Prabhakar operator to option pricing financial model
Ž Tomovski, JLA Dubbeldam, J Korbel
Fractional Calculus and Applied Analysis 23 (4), 996-1012, 2020
202020
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
192018
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
192018
Simple formulas for pricing and hedging European options in the finite moment log-stable model
JP Aguilar, J Korbel
Risks 7 (2), 36, 2019
162019
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