Access Statistics for Aleksander Weron

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
A new De Vylder type approximation of the ruin probability in infinite time 1 2 2 51 1 5 8 258
Approximation of stochastic differential equations driven by alpha-stable Levy motion 0 0 0 97 1 4 8 347
Asymptotic behavior of the finite time ruin probability of a gamma Levy process 0 0 0 7 3 6 6 60
Calibration of the multifactor HJM model for energy market 0 0 0 99 1 6 16 294
Calibration of the subdiffusive Black–Scholes model 1 1 1 31 4 10 13 148
Can One See Alpha-stable Variables and Processes? 0 0 1 39 0 3 4 143
Dependence structure of stable R-GARCH processes 0 0 1 27 0 2 4 131
Modelling energy forward prices 0 0 0 24 0 3 7 88
On ARMA(1,q) models with bounded and periodically correlated solutions 0 0 0 20 2 4 5 143
On annuities under random rates of interest 0 0 0 21 0 3 6 172
Option pricing in subdiffusive Bachelier model 0 0 0 50 3 7 8 272
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 18 0 3 6 131
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 0 0 37 1 4 5 303
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) 0 0 0 8 0 4 4 69
Spectral representation and structure of self-similar processes 0 0 0 26 0 5 5 113
The Lamperti transformation for self-similar processes 0 0 1 56 1 5 8 214
Total Working Papers 2 3 6 611 17 74 113 2,886

Journal Article File Downloads Abstract Views
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 3 5 46
Annuities under random rates of interest--revisited 0 0 0 36 0 3 4 114
Characterizations of intrinsically random dynamical systems 0 0 0 2 0 1 1 21
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 2 4 8
Computer simulation of attractors in stochastic models with α-stable noise 0 0 0 6 0 4 5 25
Ergodic behavior and estimation for periodically correlated processes 0 0 0 6 0 2 3 29
Ergodic properties of stationary stable processes 0 0 0 16 0 2 3 64
Existence of the linear prediction for Banach space valued Gaussian processes 0 0 0 4 5 8 9 49
From solar flare time series to fractional dynamics 0 0 0 3 2 6 9 48
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 1 1 0 2 5 10
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 3 1 2 2 36
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 0 2 9 0 4 9 26
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 0 1 1 1 1 2 4 14
Stable Lévy motion approximation in collective risk theory 0 0 0 78 12 14 15 195
Stochastic models for bidding strategies on oligopoly electricity market 0 0 1 3 1 3 5 34
Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups 0 0 0 8 1 7 7 69
[alpha]-Stable characterization of Banach spaces (1 0 0 0 12 0 1 2 39
Total Journal Articles 0 1 5 195 23 66 92 827

Book File Downloads Abstract Views
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 6 460 3 16 34 1,660
Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem) 0 0 2 129 0 5 12 461
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes 1 1 7 615 4 9 31 1,424
Total Books 2 4 15 1,204 7 30 77 3,545

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04