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 1 39 0 2 17 216
Approximation of stochastic differential equations driven by alpha-stable Levy motion 0 0 1 85 1 3 9 308
Asymptotic behavior of the finite time ruin probability of a gamma Levy process 0 0 0 7 0 0 1 47
Calibration of the multifactor HJM model for energy market 0 1 5 79 0 3 15 214
Calibration of the subdiffusive Black–Scholes model 0 0 0 23 1 3 3 102
Can One See Alpha-stable Variables and Processes? 0 0 2 30 0 2 13 112
Dependence structure of stable R-GARCH processes 0 0 2 24 0 0 3 118
Modelling energy forward prices 0 0 1 22 0 1 9 65
On ARMA(1,q) models with bounded and periodically correlated solutions 0 0 1 19 0 1 10 129
On annuities under random rates of interest 0 0 0 19 0 4 5 155
Option pricing in subdiffusive Bachelier model 0 0 3 44 2 2 10 234
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 18 0 2 7 119
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 0 1 32 1 1 7 259
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) 0 0 0 7 0 2 6 59
Spectral representation and structure of self-similar processes 0 1 1 21 0 2 5 94
The Lamperti transformation for self-similar processes 0 0 0 48 0 0 7 182
Total Working Papers 0 2 18 517 5 28 127 2,413


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 9 33
Annuities under random rates of interest--revisited 0 0 0 35 0 0 3 105
Characterizations of intrinsically random dynamical systems 0 0 0 1 0 0 1 10
Computer simulation of attractors in stochastic models with α-stable noise 0 1 1 3 0 1 2 13
Ergodic behavior and estimation for periodically correlated processes 0 0 0 6 0 1 2 24
Ergodic properties of stationary stable processes 0 0 0 15 0 0 0 56
Existence of the linear prediction for Banach space valued Gaussian processes 0 0 0 4 0 1 2 38
From solar flare time series to fractional dynamics 0 0 0 1 0 0 2 26
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 3 0 1 4 32
Stable Lévy motion approximation in collective risk theory 0 0 1 73 0 0 3 165
Stochastic models for bidding strategies on oligopoly electricity market 0 0 0 1 0 0 1 11
Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups 0 0 0 8 0 0 2 59
[alpha]-Stable characterization of Banach spaces (1 0 0 0 12 0 1 1 35
Total Journal Articles 0 1 2 168 0 7 32 607


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) 11 21 65 300 18 31 157 1,085
Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem) 2 2 9 109 2 4 27 398
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes 5 9 45 450 10 20 91 1,066
Total Books 18 32 119 859 30 55 275 2,549


Statistics updated 2020-11-03