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 | 35 | 2016 |

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 | 24 | 2016 |

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 | 24 | 2014 |

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 | 18* | 2016 |

On q-Non-extensive Statistics with Non-Tsallisian Entropy P Jizba, J Korbel Physica A: Statistical Mechanics and its Applications 444, 808-827, 2016 | 18 | 2016 |

Maximum Entropy Principle in statistical inference: case for non-Shannonian entropies P Jizba, J Korbel Physical Review Letters 122, 120601, 2019 | 10 | 2019 |

Classification of complex systems by their sample-space scaling exponents J Korbel, R Hanel, S Thurner New Journal od Physics 20, 093007, 2018 | 7 | 2018 |

On Statistical Properties of Jizba-Arimitsu Hybrid Entropy MN Çankaya, J Korbel Physica A: Statistical Mechanics and its Applications 475, 1-10, 2017 | 7 | 2017 |

Methods and techniques for multifractal spectrum estimation in financial time series P Jizba, J Korbel Proceedings ASMDA, 2013 | 6 | 2013 |

Rescaling the nonadditivity parameter in Tsallis thermostatistics J Korbel Physics Letters A 381 (32), 2588–2592, 2017 | 5 | 2017 |

Tsallis thermostatics as a statistical physics of random chains P Jizba, J Korbel, V Zatloukal Physical Review E 95, 022103, 2017 | 5 | 2017 |

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 | 4 | 2018 |

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 | 4 | 2018 |

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 | 4 | 2018 |

On the uniqueness theorem for pseudo-additive entropies P Jizba, J Korbel Entropy 19 (11), 605, 2017 | 4 | 2017 |

Remarks on “Comments on ‘On q-non-extensive statistics with non-Tsallisian entropy’”[Physica A 466 (2017) 160] P Jizba, J Korbel Physica A: Statistical Mechanics and its Applications 468, 238-243, 2017 | 4 | 2017 |

Modeling financial time series: multifractal cascades and Rényi entropy P Jizba, J Korbel ISCS 2013: Interdisciplinary Symposium on Complex Systems, 227-236, 2014 | 4 | 2014 |

Least informative distributions in maximum q-log-likelihood estimation MN Çankaya, J Korbel Physica A: Statistical Mechanics and its Applications 509, 140-150, 2018 | 2 | 2018 |

Point Divergence Gain and Multidimensional Data Sequences Analysis R Rychtáriková, J Korbel, P Macháček, D Štys Entropy 20 (2), 106, 2018 | 2 | 2018 |

Non-Gaussian analytic option pricing: a closed formula for the Lévy-stable model JP Aguilar, CG Coste, J Korbel Available at SSRN 2828673, 2017 | 2 | 2017 |