Kataria, K. K.; Khandakar, M. Mixed fractional risk process. (English) Zbl 1470.60112 J. Math. Anal. Appl. 504, No. 1, Article ID 125379, 18 p. (2021). MSC: 60G22 60G50 91G05 PDFBibTeX XMLCite \textit{K. K. Kataria} and \textit{M. Khandakar}, J. Math. Anal. Appl. 504, No. 1, Article ID 125379, 18 p. (2021; Zbl 1470.60112) Full Text: DOI arXiv
Teng, Yue; Shang, Pengjian; He, Jiayi Multiscale fractional-order approximate entropy analysis of financial time series based on the cumulative distribution matrix. (English) Zbl 1431.91299 Nonlinear Dyn. 97, No. 2, 1067-1085 (2019). MSC: 91B84 26A33 37N40 94A17 PDFBibTeX XMLCite \textit{Y. Teng} et al., Nonlinear Dyn. 97, No. 2, 1067--1085 (2019; Zbl 1431.91299) Full Text: DOI
Tenreiro Machado, J. A.; Pinto, Carla M. A.; Lopes, A. Mendes Power law and entropy analysis of catastrophic phenomena. (English) Zbl 1299.91100 Math. Probl. Eng. 2013, Article ID 562320, 10 p. (2013). MSC: 91B70 62P25 62P05 62E15 PDFBibTeX XMLCite \textit{J. A. Tenreiro Machado} et al., Math. Probl. Eng. 2013, Article ID 562320, 10 p. (2013; Zbl 1299.91100) Full Text: DOI
Louf, Rémi; Jensen, Pablo; Barthelemy, Marc Emergence of hierarchy in cost-driven growth of spatial networks. (English) Zbl 1292.05240 Proc. Natl. Acad. Sci. USA 110, No. 22, 8824-8829 (2013). MSC: 05C82 90B15 82C70 60K30 68M10 68M11 91B72 PDFBibTeX XMLCite \textit{R. Louf} et al., Proc. Natl. Acad. Sci. USA 110, No. 22, 8824--8829 (2013; Zbl 1292.05240) Full Text: DOI arXiv
Gilli, Manfred; Schumann, Enrico Heuristic optimisation in financial modelling. (English) Zbl 1254.90301 Ann. Oper. Res. 193, 129-158 (2012). MSC: 90C59 91G10 PDFBibTeX XMLCite \textit{M. Gilli} and \textit{E. Schumann}, Ann. Oper. Res. 193, 129--158 (2012; Zbl 1254.90301) Full Text: DOI Link
Umarov, Sabir; Tsallis, Constantino; Gell-Mann, Murray; Steinberg, Stanly Generalization of symmetric \(\alpha\)-stable Lévy distributions for \(q > 1\). (English) Zbl 1309.60014 J. Math. Phys. 51, No. 3, 033502, 23 p. (2010). MSC: 60F05 60E07 82C31 92B10 91B02 PDFBibTeX XMLCite \textit{S. Umarov} et al., J. Math. Phys. 51, No. 3, 033502, 23 p. (2010; Zbl 1309.60014) Full Text: DOI arXiv
Hawkins, Raymond J.; Frieden, B. Roy; D’Anna, Joseph L. Ab initio yield curve dynamics. (English) Zbl 1194.91152 Phys. Lett., A 344, No. 5, 317-323 (2005). MSC: 91B80 94A15 91G30 PDFBibTeX XMLCite \textit{R. J. Hawkins} et al., Phys. Lett., A 344, No. 5, 317--323 (2005; Zbl 1194.91152) Full Text: DOI arXiv
Hawkins, Raymond J.; Frieden, B. Roy Fisher information and equilibrium distributions in econophysics. (English) Zbl 1118.81362 Phys. Lett., A 322, No. 1-2, 126-130 (2004). MSC: 91G80 91B80 91G20 PDFBibTeX XMLCite \textit{R. J. Hawkins} and \textit{B. R. Frieden}, Phys. Lett., A 322, No. 1--2, 126--130 (2004; Zbl 1118.81362) Full Text: DOI
Weiss, Harald; Weiss, Volkmar The golden mean as clock cycle of brain waves. (English) Zbl 1129.91353 Chaos Solitons Fractals 18, No. 4, 643-652 (2003). MSC: 91E45 81V99 PDFBibTeX XMLCite \textit{H. Weiss} and \textit{V. Weiss}, Chaos Solitons Fractals 18, No. 4, 643--652 (2003; Zbl 1129.91353) Full Text: DOI
Muslimov, Alexander G.; Silant’ev, Nikolai A. Renormalization of Black–Scholes equation for stochastically fluctuating interest rate. (English) Zbl 1153.91550 Int. J. Theor. Appl. Finance 4, No. 4, 621-634 (2001). MSC: 91B28 PDFBibTeX XMLCite \textit{A. G. Muslimov} and \textit{N. A. Silant'ev}, Int. J. Theor. Appl. Finance 4, No. 4, 621--634 (2001; Zbl 1153.91550) Full Text: DOI