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 0 15 265
Approximation of stochastic differential equations driven by alpha-stable Levy motion 0 0 2 99 2 2 15 357
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 0 1 1 100 0 2 17 299
Calibration of the subdiffusive Black–Scholes model 0 0 1 31 0 0 17 154
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 0 7 136
Modelling energy forward prices 0 0 0 24 0 2 15 98
On ARMA(1,q) models with bounded and periodically correlated solutions 0 0 0 20 0 0 7 145
On annuities under random rates of interest 0 0 0 21 0 0 8 176
Option pricing in subdiffusive Bachelier model 0 0 0 50 0 1 19 283
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 18 0 1 10 137
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 0 1 38 0 1 10 309
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) 0 0 0 8 0 0 6 71
Spectral representation and structure of self-similar processes 0 0 0 26 1 1 8 116
The Lamperti transformation for self-similar processes 1 1 1 57 2 3 17 225
Total Working Papers 1 2 8 616 5 13 182 2,976

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 0 5 47
Annuities under random rates of interest--revisited 0 0 0 36 0 2 7 117
Characterizations of intrinsically random dynamical systems 0 0 0 2 0 0 2 22
Classification of random trajectories based on the fractional Lévy stable motion 0 0 0 1 0 0 7 12
Computer simulation of attractors in stochastic models with α-stable noise 0 0 0 6 0 1 7 28
Ergodic behavior and estimation for periodically correlated processes 0 0 0 6 0 2 5 31
Ergodic properties of stationary stable processes 0 0 0 16 0 0 5 67
Existence of the linear prediction for Banach space valued Gaussian processes 0 0 0 4 0 0 11 52
From solar flare time series to fractional dynamics 0 0 0 3 0 0 10 51
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 0 1 0 0 6 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 1 9 1 2 13 32
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 0 0 1 1 1 3 14 25
Stable Lévy motion approximation in collective risk theory 0 0 0 78 0 0 19 199
Stochastic models for bidding strategies on oligopoly electricity market 0 0 1 3 0 2 9 38
Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups 0 0 0 8 0 0 10 72
[alpha]-Stable characterization of Banach spaces (1 0 0 0 12 0 1 7 45
Total Journal Articles 0 0 3 195 2 13 140 888

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 0 7 461 1 2 36 1,670
Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem) 0 0 1 129 1 1 13 466
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes 0 2 7 617 1 3 26 1,431
Total Books 0 2 15 1,207 3 6 75 3,567

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Statistics updated 2026-09-10