Based on Tsallis entropy (1988) and the corresponding deformed exponential function, generalized distribution functions for bosons and fermions have been used since a while Teweldeberhan et al. (2003) and Silva et al. (2010). However, aiming at a non-extensive quantum statistics further...

Finite heat reservoir capacity, C, and temperature fluctuation, ΔT/T, lead to modifications of the well known canonical exponential weight factor. Requiring that the corrections least depend on the one-particle energy, ω, we derive a deformed entropy, K(S). The resultingformula contains the...

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these...