Computational Modeling of Non-Gaussian Option Price Using Non-extensive Tsallis’ Entropy Framework

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Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

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Information Theory and Statistical Mechanics

E. T. Jaynes · Physical Review · 1957 · 12.9K citations

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A theory of power-law distributions in financial market fluctuations

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Yanhui Liu, Parameswaran Gopikrishnan, Cizeau et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1999 · 735 citations · Full text

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