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 2 3 23 0 2 6 97
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times 0 1 2 19 0 1 2 92
Option pricing in subdiffusive Bachelier model 0 0 0 41 0 0 9 224
Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description 0 0 4 129 4 8 23 354
Total Working Papers 0 3 9 212 4 11 40 767


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 1 1 21
Total Journal Articles 0 0 0 0 0 1 1 21


Statistics updated 2019-10-05