Access Statistics for Sebastian Orzeł

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Calibration of the subdiffusive Black–Scholes model 0 0 1 21 0 0 4 95
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times 1 1 1 18 1 1 1 91
Option pricing in subdiffusive Bachelier model 0 0 0 41 0 1 10 224
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 1 4 129 2 4 20 346
Total Working Papers 1 2 6 209 3 6 35 756


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description 0 0 0 0 0 0 1 20
Total Journal Articles 0 0 0 0 0 0 1 20


Statistics updated 2019-07-03