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 2 51 0 6 15 265
Approximation of stochastic differential equations driven by alpha-stable Levy motion 0 2 2 99 0 6 14 355
Asymptotic behavior of the finite time ruin probability of a gamma Levy process 0 0 0 7 0 0 7 61
Calibration of the multifactor HJM model for energy market 1 1 1 100 2 5 19 299
Calibration of the subdiffusive Black–Scholes model 0 0 1 31 0 4 19 154
Can One See Alpha-stable Variables and Processes? 0 0 0 39 0 0 4 144
Dependence structure of stable R-GARCH processes 0 0 0 27 0 4 8 136
Modelling energy forward prices 0 0 0 24 1 6 16 97
On ARMA(1,q) models with bounded and periodically correlated solutions 0 0 0 20 0 1 7 145
On annuities under random rates of interest 0 0 0 21 0 4 10 176
Option pricing in subdiffusive Bachelier model 0 0 0 50 1 7 19 283
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 18 0 4 9 136
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 1 1 38 1 5 10 309
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) 0 0 0 8 0 2 6 71
Spectral representation and structure of self-similar processes 0 0 0 26 0 2 7 115
The Lamperti transformation for self-similar processes 0 0 0 56 1 7 15 223
Total Working Papers 1 4 7 615 6 63 185 2,969

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 1 6 47
Annuities under random rates of interest--revisited 0 0 0 36 1 2 6 116
Characterizations of intrinsically random dynamical systems 0 0 0 2 0 1 2 22
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 2 8 12
Computer simulation of attractors in stochastic models with α-stable noise 0 0 0 6 0 1 6 27
Ergodic behavior and estimation for periodically correlated processes 0 0 0 6 0 0 3 29
Ergodic properties of stationary stable processes 0 0 0 16 0 3 6 67
Existence of the linear prediction for Banach space valued Gaussian processes 0 0 0 4 0 3 12 52
From solar flare time series to fractional dynamics 0 0 0 3 0 3 11 51
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 1 1 0 0 8 13
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 3 0 0 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 13 31
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 0 0 1 1 0 3 12 22
Stable Lévy motion approximation in collective risk theory 0 0 0 78 0 3 19 199
Stochastic models for bidding strategies on oligopoly electricity market 0 0 1 3 1 2 8 37
Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups 0 0 0 8 0 3 10 72
[alpha]-Stable characterization of Banach spaces (1 0 0 0 12 1 6 8 45
Total Journal Articles 0 0 5 195 4 37 141 879

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 1 7 461 1 4 37 1,669
Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem) 0 0 1 129 0 2 13 465
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes 1 1 7 616 1 4 29 1,429
Total Books 1 2 15 1,206 2 10 79 3,563

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Statistics updated 2026-07-10