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 0 2 2 51 1 5 9 259
Approximation of stochastic differential equations driven by alpha-stable Levy motion 0 0 0 97 2 6 10 349
Asymptotic behavior of the finite time ruin probability of a gamma Levy process 0 0 0 7 1 5 7 61
Calibration of the multifactor HJM model for energy market 0 0 0 99 0 3 16 294
Calibration of the subdiffusive Black–Scholes model 0 1 1 31 2 10 15 150
Can One See Alpha-stable Variables and Processes? 0 0 0 39 1 4 4 144
Dependence structure of stable R-GARCH processes 0 0 1 27 1 2 5 132
Modelling energy forward prices 0 0 0 24 3 5 10 91
On ARMA(1,q) models with bounded and periodically correlated solutions 0 0 0 20 1 5 6 144
On annuities under random rates of interest 0 0 0 21 0 0 6 172
Option pricing in subdiffusive Bachelier model 0 0 0 50 4 10 12 276
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 18 1 3 7 132
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 0 0 37 1 2 5 304
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) 0 0 0 8 0 2 4 69
Spectral representation and structure of self-similar processes 0 0 0 26 0 2 5 113
The Lamperti transformation for self-similar processes 0 0 0 56 2 3 8 216
Total Working Papers 0 3 4 611 20 67 129 2,906

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 2 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 2 2 6 10
Computer simulation of attractors in stochastic models with α-stable noise 0 0 0 6 1 4 5 26
Ergodic behavior and estimation for periodically correlated processes 0 0 0 6 0 1 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 0 8 9 49
From solar flare time series to fractional dynamics 0 0 0 3 0 4 8 48
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 1 1 3 4 8 13
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 3 1 3 3 37
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 0 2 9 1 4 9 27
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 0 1 1 1 5 7 9 19
Stable Lévy motion approximation in collective risk theory 0 0 0 78 1 15 16 196
Stochastic models for bidding strategies on oligopoly electricity market 0 0 1 3 1 2 6 35
Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups 0 0 0 8 0 4 7 69
[alpha]-Stable characterization of Banach spaces (1 0 0 0 12 0 1 2 39
Total Journal Articles 0 1 5 195 15 67 104 842

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) 0 2 6 460 5 11 38 1,665
Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem) 0 0 2 129 2 4 14 463
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes 0 1 7 615 1 8 29 1,425
Total Books 0 3 15 1,204 8 23 81 3,553

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Statistics updated 2026-04-09