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Hagen M. Kleinert · Study

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Hagen M. Kleinert

3 works· latest 2016· 2 institutionscluster: provisional

h-index3

i103

Citations244

Works here3

02

12

16

Most cited in this library

Rényi’s information transfer between financial time series2012 · 159 citations
Option pricing beyond Black–Scholes based on double-fractional diffusion2016 · 59 citations
Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions2002 · 26 citations

Works

3 shown

Option pricing beyond Black–Scholes based on double-fractional diffusion

Physica A Statistical Mechanics and its Applications·2016·2 authors·Open access

59citations

Rényi’s information transfer between financial time series

Physica A Statistical Mechanics and its Applications·2012·3 authors·Open access

159citations

Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions

Physica A Statistical Mechanics and its Applications·2002·1 author·Open access

26citations