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	39	0	2	17	216
Approximation of stochastic differential equations driven by alpha-stable Levy motion	0	0	1	85	1	3	9	308
Asymptotic behavior of the finite time ruin probability of a gamma Levy process	0	0	0	7	0	0	1	47
Calibration of the multifactor HJM model for energy market	0	1	5	79	0	3	15	214
Calibration of the subdiffusive Black–Scholes model	0	0	0	23	1	3	3	102
Can One See Alpha-stable Variables and Processes?	0	0	2	30	0	2	13	112
Dependence structure of stable R-GARCH processes	0	0	2	24	0	0	3	118
Modelling energy forward prices	0	0	1	22	0	1	9	65
On ARMA(1,q) models with bounded and periodically correlated solutions	0	0	1	19	0	1	10	129
On annuities under random rates of interest	0	0	0	19	0	4	5	155
Option pricing in subdiffusive Bachelier model	0	0	3	44	2	2	10	234
Origins of the scaling behaviour in the dynamics of financial data	0	0	0	18	0	2	7	119
Pure risk premiums under deductibles. A quantitative management in actuarial practice	0	0	1	32	1	1	7	259
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej)	0	0	0	7	0	2	6	59
Spectral representation and structure of self-similar processes	0	1	1	21	0	2	5	94
The Lamperti transformation for self-similar processes	0	0	0	48	0	0	7	182
Total Working Papers	0	2	18	517	5	28	127	2,413

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	2	9	33
Annuities under random rates of interest--revisited	0	0	0	35	0	0	3	105
Characterizations of intrinsically random dynamical systems	0	0	0	1	0	0	1	10
Computer simulation of attractors in stochastic models with α-stable noise	0	1	1	3	0	1	2	13
Ergodic behavior and estimation for periodically correlated processes	0	0	0	6	0	1	2	24
Ergodic properties of stationary stable processes	0	0	0	15	0	0	0	56
Existence of the linear prediction for Banach space valued Gaussian processes	0	0	0	4	0	1	2	38
From solar flare time series to fractional dynamics	0	0	0	1	0	0	2	26
Origins of the scaling behaviour in the dynamics of financial data	0	0	0	3	0	1	4	32
Stable Lévy motion approximation in collective risk theory	0	0	1	73	0	0	3	165
Stochastic models for bidding strategies on oligopoly electricity market	0	0	0	1	0	0	1	11
Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups	0	0	0	8	0	0	2	59
[alpha]-Stable characterization of Banach spaces (1	0	0	0	12	0	1	1	35
Total Journal Articles	0	1	2	168	0	7	32	607

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)	11	21	65	300	18	31	157	1,085
Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem)	2	2	9	109	2	4	27	398
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes	5	9	45	450	10	20	91	1,066
Total Books	18	32	119	859	30	55	275	2,549

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Statistics updated 2020-11-03