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Jan Korbel · Study

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Jan Korbel

4 works· latest 2020· 2 institutionscluster: provisionalORCID 0000-0002-5371-5320

h-index4

i104

Citations298

Works here4

13

16

19

20

Most cited in this library

Modeling Financial Time Series2013 · 185 citations
Option pricing beyond Black–Scholes based on double-fractional diffusion2016 · 59 citations
Applications of the Fractional Diffusion Equation to Option Pricing and Risk Calculations2019 · 30 citations
Applications of Hilfer-Prabhakar Operator to Option Pricing Financial Model2020 · 24 citations

Works

4 shown

Applications of Hilfer-Prabhakar Operator to Option Pricing Financial Model

Fractional Calculus and Applied Analysis·2020·3 authors·Open access

24citations

Applications of the Fractional Diffusion Equation to Option Pricing and Risk Calculations

Mathematics·2019·3 authors·Open access

30citations

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

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

59citations

Modeling Financial Time Series

·2013·1 author

185citations