25 citations · 31 across the 4 of their papers we have counts for
5 papers
Specialization in Criminal Careers
Georg Heiler, Tuan Pham, Jan Korbel +2
We use a comprehensive longitudinal dataset on criminal acts over five years in a European country to study specialization in criminal careers. We cluster crime categories by their…
Regularization and analytic option pricing under -stable distribution of arbitrary asymmetry
Jean-Philippe Aguilar, Cyril Coste, Hagen Kleinert +1
We consider a non-Gaussian option pricing model, into which the underlying log-price is assumed to be driven by an -stable distribution. We remove the a priori divergence of the…
Distributional Mellin calculus in , with applications to option pricing
Jean-Philippe Aguilar, Cyril Coste, Hagen Kleinert +1
We discuss several aspects of Mellin transform, including distributional Mellin transform and inversion of multiple Mellin-Barnes integrals in and its connection to…
Comment on "Generalized Shannon--Khinchin axioms and uniqueness theorem for pseudo-additive entropies" [Physica A 411 (2014) 138]
Petr Jizba, Jan Korbel
Recently in [Physica A 411 (2014) 138] Ilić and Stanković have suggested that there may be problem for the class of hybrid entropies introduced in [P.~Jizba and T.~Arimitsu, Physic…
Tsallis thermostatics as a statistical physics of random chains
Petr Jizba, Jan Korbel, Václav Zatloukal
In this paper we point out that the generalized statistics of Tsallis-Havrda-Charvát can be conveniently used as a conceptual framework for statistical treatment of random chains.…