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 0 0 49 1 4 4 254
Approximation of stochastic differential equations driven by alpha-stable Levy motion 0 0 1 97 0 1 6 343
Asymptotic behavior of the finite time ruin probability of a gamma Levy process 0 0 0 7 2 2 3 56
Calibration of the multifactor HJM model for energy market 0 0 0 99 3 9 14 291
Calibration of the subdiffusive Black–Scholes model 0 0 1 30 2 3 7 140
Can One See Alpha-stable Variables and Processes? 0 0 1 39 0 0 3 140
Dependence structure of stable R-GARCH processes 0 0 1 27 1 1 3 130
Modelling energy forward prices 0 0 0 24 1 3 8 86
On ARMA(1,q) models with bounded and periodically correlated solutions 0 0 0 20 0 1 1 139
On annuities under random rates of interest 0 0 0 21 3 4 7 172
Option pricing in subdiffusive Bachelier model 0 0 0 50 1 2 3 266
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 18 1 2 4 129
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 0 0 37 3 3 4 302
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) 0 0 0 8 2 2 2 67
Spectral representation and structure of self-similar processes 0 0 0 26 3 3 3 111
The Lamperti transformation for self-similar processes 0 0 2 56 4 5 8 213
Total Working Papers 0 0 6 608 27 45 80 2,839

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 1 2 4 44
Annuities under random rates of interest--revisited 0 0 0 36 0 1 2 111
Characterizations of intrinsically random dynamical systems 0 0 0 2 0 0 0 20
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 2 3 5 8
Computer simulation of attractors in stochastic models with α-stable noise 0 0 0 6 1 1 2 22
Ergodic behavior and estimation for periodically correlated processes 0 0 0 6 1 2 3 28
Ergodic properties of stationary stable processes 0 0 0 16 0 0 1 62
Existence of the linear prediction for Banach space valued Gaussian processes 0 0 0 4 0 0 1 41
From solar flare time series to fractional dynamics 0 0 0 3 2 3 6 44
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 1 1 1 2 4 9
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 3 0 0 0 34
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 0 2 9 1 2 6 23
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 0 0 0 0 0 0 3 12
Stable Lévy motion approximation in collective risk theory 0 0 0 78 0 1 2 181
Stochastic models for bidding strategies on oligopoly electricity market 0 1 1 3 2 4 4 33
Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups 0 0 0 8 3 3 3 65
[alpha]-Stable characterization of Banach spaces (1 0 0 0 12 0 0 1 38
Total Journal Articles 0 1 4 194 14 24 47 775

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 4 5 458 10 17 36 1,654
Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem) 0 1 3 129 3 6 11 459
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes 0 3 9 614 2 10 28 1,417
Total Books 1 8 17 1,201 15 33 75 3,530

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Statistics updated 2026-01-09