Access Statistics for Aleksander Weron

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A new De Vylder type approximation of the ruin probability in infinite time	0	0	1	49	0	1	3	250
Approximation of stochastic differential equations driven by alpha-stable Levy motion	0	1	3	97	1	4	11	339
Asymptotic behavior of the finite time ruin probability of a gamma Levy process	0	0	0	7	1	2	3	54
Calibration of the multifactor HJM model for energy market	0	0	3	99	1	2	16	278
Calibration of the subdiffusive Black–Scholes model	0	1	2	30	0	3	4	135
Can One See Alpha-stable Variables and Processes?	0	0	2	38	2	3	8	139
Dependence structure of stable R-GARCH processes	0	0	0	26	0	1	1	127
Modelling energy forward prices	0	0	0	24	2	4	5	81
On ARMA(1,q) models with bounded and periodically correlated solutions	0	0	0	20	0	1	1	138
On annuities under random rates of interest	0	1	1	21	1	3	4	166
Option pricing in subdiffusive Bachelier model	0	0	2	50	0	2	5	264
Origins of the scaling behaviour in the dynamics of financial data	0	0	0	18	0	1	1	125
Pure risk premiums under deductibles. A quantitative management in actuarial practice	0	0	1	37	0	1	3	298
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej)	0	0	0	8	0	1	1	65
Spectral representation and structure of self-similar processes	0	0	0	26	0	1	1	108
The Lamperti transformation for self-similar processes	0	1	1	55	0	3	9	206
Total Working Papers	0	4	16	605	8	33	76	2,773

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A conditionally exponential decay approach to scaling in finance	0	0	0	6	1	1	2	41
Annuities under random rates of interest--revisited	0	0	0	36	1	1	1	110
Characterizations of intrinsically random dynamical systems	0	0	0	2	0	0	1	20
Computer simulation of attractors in stochastic models with α-stable noise	0	0	1	6	0	0	2	20
Ergodic behavior and estimation for periodically correlated processes	0	0	0	6	1	1	1	26
Ergodic properties of stationary stable processes	0	0	0	16	0	0	0	61
Existence of the linear prediction for Banach space valued Gaussian processes	0	0	0	4	0	0	0	40
From solar flare time series to fractional dynamics	0	0	0	3	1	2	3	39
Origins of the scaling behaviour in the dynamics of financial data	0	0	0	3	0	0	2	34
Stable Lévy motion approximation in collective risk theory	0	0	0	78	1	1	2	180
Stochastic models for bidding strategies on oligopoly electricity market	0	0	0	2	0	0	7	29
Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups	0	0	0	8	0	0	0	62
[alpha]-Stable characterization of Banach spaces (1	0	0	0	12	0	0	0	37
Total Journal Articles	0	0	1	182	5	6	21	699

Book	File Downloads				Abstract Views
Book	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Financial Engineering: Derivatives pricing, Computer simulations, Market statistics (Inzynieria finansowa: Wycena instrumentow pochodnych, Symulacje komputerowe, Statystyka rynku)	1	1	9	454	5	8	48	1,626
Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem)	1	1	5	127	1	2	11	449
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes	0	5	32	608	0	11	71	1,393
Total Books	2	7	46	1,189	6	21	130	3,468

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Statistics updated 2025-03-03