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	1	2	46	0	1	6	243
Approximation of stochastic differential equations driven by alpha-stable Levy motion	0	3	4	92	0	4	5	325
Asymptotic behavior of the finite time ruin probability of a gamma Levy process	0	0	0	7	0	0	0	51
Calibration of the multifactor HJM model for energy market	0	0	5	86	2	4	13	234
Calibration of the subdiffusive Black–Scholes model	0	0	4	27	0	1	8	127
Can One See Alpha-stable Variables and Processes?	0	0	2	32	0	0	3	125
Dependence structure of stable R-GARCH processes	0	0	1	26	0	1	2	125
Modelling energy forward prices	0	0	0	23	0	0	4	74
On ARMA(1,q) models with bounded and periodically correlated solutions	0	0	1	20	0	0	1	137
On annuities under random rates of interest	0	0	0	20	0	0	0	162
Option pricing in subdiffusive Bachelier model	1	1	2	48	1	1	6	259
Origins of the scaling behaviour in the dynamics of financial data	0	0	0	18	0	0	0	124
Pure risk premiums under deductibles. A quantitative management in actuarial practice	0	0	2	35	0	1	8	293
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej)	0	0	0	7	0	0	1	63
Spectral representation and structure of self-similar processes	0	0	1	26	0	0	1	106
The Lamperti transformation for self-similar processes	1	2	3	53	1	2	4	194
Total Working Papers	2	7	27	566	4	15	62	2,642

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	0	0	1	38
Annuities under random rates of interest--revisited	0	0	0	35	0	0	0	107
Characterizations of intrinsically random dynamical systems	0	0	0	2	0	0	2	18
Computer simulation of attractors in stochastic models with α-stable noise	0	0	2	5	0	0	2	17
Ergodic behavior and estimation for periodically correlated processes	0	0	0	6	0	0	0	25
Ergodic properties of stationary stable processes	0	0	1	16	0	0	1	61
Existence of the linear prediction for Banach space valued Gaussian processes	0	0	0	4	0	1	1	40
From solar flare time series to fractional dynamics	0	0	0	2	0	0	6	35
Origins of the scaling behaviour in the dynamics of financial data	0	0	0	3	0	0	0	32
Stable Lévy motion approximation in collective risk theory	0	0	1	77	0	0	2	176
Stochastic models for bidding strategies on oligopoly electricity market	0	0	0	1	0	1	1	15
Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups	0	0	0	8	0	1	1	60
[alpha]-Stable characterization of Banach spaces (1	0	0	0	12	0	0	0	37
Total Journal Articles	0	0	4	177	0	3	17	661

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	3	27	438	1	6	58	1,550
Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem)	0	0	2	120	1	2	9	431
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes	1	8	32	537	1	12	58	1,264
Total Books	2	11	61	1,095	3	20	125	3,245

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Statistics updated 2023-05-07