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 3 3 4 253
Approximation of stochastic differential equations driven by alpha-stable Levy motion 0 0 1 97 0 1 8 343
Asymptotic behavior of the finite time ruin probability of a gamma Levy process 0 0 0 7 0 0 2 54
Calibration of the multifactor HJM model for energy market 0 0 0 99 0 6 12 288
Calibration of the subdiffusive Black–Scholes model 0 0 1 30 1 1 6 138
Can One See Alpha-stable Variables and Processes? 0 0 1 39 0 0 4 140
Dependence structure of stable R-GARCH processes 0 0 1 27 0 0 3 129
Modelling energy forward prices 0 0 0 24 0 2 8 85
On ARMA(1,q) models with bounded and periodically correlated solutions 0 0 0 20 1 1 2 139
On annuities under random rates of interest 0 0 1 21 1 1 6 169
Option pricing in subdiffusive Bachelier model 0 0 0 50 1 1 3 265
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 18 0 1 4 128
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 0 0 37 0 0 2 299
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) 0 0 0 8 0 0 1 65
Spectral representation and structure of self-similar processes 0 0 0 26 0 0 1 108
The Lamperti transformation for self-similar processes 0 0 2 56 1 1 6 209
Total Working Papers 0 0 7 608 8 18 72 2,812

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 1 3 43
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 1 1 3 6
Computer simulation of attractors in stochastic models with α-stable noise 0 0 0 6 0 0 1 21
Ergodic behavior and estimation for periodically correlated processes 0 0 0 6 0 1 2 27
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 0 1 5 42
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 1 1 0 1 3 8
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 1 2 9 1 3 5 22
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 0 0 0 0 0 1 3 12
Stable Lévy motion approximation in collective risk theory 0 0 0 78 1 1 2 181
Stochastic models for bidding strategies on oligopoly electricity market 1 1 1 3 1 2 2 31
Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups 0 0 0 8 0 0 0 62
[alpha]-Stable characterization of Banach spaces (1 0 0 0 12 0 0 1 38
Total Journal Articles 1 2 4 194 5 13 34 761

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 4 457 3 10 26 1,644
Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem) 0 1 3 129 2 3 9 456
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes 2 4 11 614 5 10 33 1,415
Total Books 3 8 18 1,200 10 23 68 3,515

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Statistics updated 2025-12-06