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 1 1 50 3 7 7 257
Approximation of stochastic differential equations driven by alpha-stable Levy motion 0 0 0 97 3 3 8 346
Asymptotic behavior of the finite time ruin probability of a gamma Levy process 0 0 0 7 1 3 4 57
Calibration of the multifactor HJM model for energy market 0 0 0 99 2 5 16 293
Calibration of the subdiffusive Black–Scholes model 0 0 0 30 4 7 9 144
Can One See Alpha-stable Variables and Processes? 0 0 1 39 3 3 6 143
Dependence structure of stable R-GARCH processes 0 0 1 27 1 2 4 131
Modelling energy forward prices 0 0 0 24 2 3 9 88
On ARMA(1,q) models with bounded and periodically correlated solutions 0 0 0 20 2 3 3 141
On annuities under random rates of interest 0 0 0 21 0 4 7 172
Option pricing in subdiffusive Bachelier model 0 0 0 50 3 5 5 269
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 18 2 3 6 131
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 0 0 37 0 3 4 302
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) 0 0 0 8 2 4 4 69
Spectral representation and structure of self-similar processes 0 0 0 26 2 5 5 113
The Lamperti transformation for self-similar processes 0 0 1 56 0 5 7 213
Total Working Papers 1 1 4 609 30 65 104 2,869

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 2 4 6 46
Annuities under random rates of interest--revisited 0 0 0 36 3 3 5 114
Characterizations of intrinsically random dynamical systems 0 0 0 2 1 1 1 21
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 3 5 8
Computer simulation of attractors in stochastic models with α-stable noise 0 0 0 6 3 4 5 25
Ergodic behavior and estimation for periodically correlated processes 0 0 0 6 1 2 4 29
Ergodic properties of stationary stable processes 0 0 0 16 2 2 3 64
Existence of the linear prediction for Banach space valued Gaussian processes 0 0 0 4 3 3 4 44
From solar flare time series to fractional dynamics 0 0 0 3 2 4 8 46
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 1 1 1 2 5 10
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 3 1 1 1 35
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 0 2 9 3 5 9 26
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 1 1 1 1 1 1 4 13
Stable Lévy motion approximation in collective risk theory 0 0 0 78 2 3 4 183
Stochastic models for bidding strategies on oligopoly electricity market 0 1 1 3 0 3 4 33
Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups 0 0 0 8 3 6 6 68
[alpha]-Stable characterization of Banach spaces (1 0 0 0 12 1 1 2 39
Total Journal Articles 1 2 5 195 29 48 76 804

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 6 459 3 16 36 1,657
Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem) 0 0 3 129 2 7 13 461
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes 0 2 6 614 3 10 27 1,420
Total Books 1 5 15 1,202 8 33 76 3,538

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Statistics updated 2026-02-12