Tomovski, Živorad; Dubbeldam, Johan L. A.; Korbel, Jan Applications of Hilfer-Prabhakar operator to option pricing financial model. (English) Zbl 1474.91213 Fract. Calc. Appl. Anal. 23, No. 4, 996-1012 (2020). MSC: 91G20 35Q91 35R11 91G30 PDFBibTeX XMLCite \textit{Ž. Tomovski} et al., Fract. Calc. Appl. Anal. 23, No. 4, 996--1012 (2020; Zbl 1474.91213) Full Text: DOI
Jizba, Petr; Korbel, Jan; Lavička, Hynek; Prokš, Martin; Svoboda, Václav; Beck, Christian Transitions between superstatistical regimes: validity, breakdown and applications. (English) Zbl 1524.62437 Physica A 493, 29-46 (2018). MSC: 62M10 PDFBibTeX XMLCite \textit{P. Jizba} et al., Physica A 493, 29--46 (2018; Zbl 1524.62437) Full Text: DOI arXiv
Aguilar, Jean-Philippe; Coste, Cyril; Korbel, Jan Series representation of the pricing formula for the European option driven by space-time fractional diffusion. (English) Zbl 1422.91675 Fract. Calc. Appl. Anal. 21, No. 4, 981-1004 (2018). MSC: 91G20 26A33 60G22 44A10 PDFBibTeX XMLCite \textit{J.-P. Aguilar} et al., Fract. Calc. Appl. Anal. 21, No. 4, 981--1004 (2018; Zbl 1422.91675) Full Text: DOI arXiv
Korbel, Jan; Luchko, Yuri Modeling of financial processes with a space-time fractional diffusion equation of varying order. (English) Zbl 1354.91178 Fract. Calc. Appl. Anal. 19, No. 6, 1414-1433 (2016). MSC: 91G80 60H30 26A33 60E07 60G22 60J60 91B84 91G20 PDFBibTeX XMLCite \textit{J. Korbel} and \textit{Y. Luchko}, Fract. Calc. Appl. Anal. 19, No. 6, 1414--1433 (2016; Zbl 1354.91178) Full Text: DOI