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 1 7 15 265
Approximation of stochastic differential equations driven by alpha-stable Levy motion 0 2 2 99 0 8 14 355
Asymptotic behavior of the finite time ruin probability of a gamma Levy process 0 0 0 7 0 1 7 61
Calibration of the multifactor HJM model for energy market 0 0 0 99 0 3 17 297
Calibration of the subdiffusive Black–Scholes model 0 0 1 31 0 6 19 154
Can One See Alpha-stable Variables and Processes? 0 0 0 39 0 1 4 144
Dependence structure of stable R-GARCH processes 0 0 0 27 0 5 8 136
Modelling energy forward prices 0 0 0 24 0 8 15 96
On ARMA(1,q) models with bounded and periodically correlated solutions 0 0 0 20 0 2 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 0 10 18 282
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 18 1 5 9 136
Pure risk premiums under deductibles. A quantitative management in actuarial practice 1 1 1 38 1 5 9 308
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 2 2 7 115
The Lamperti transformation for self-similar processes 0 0 0 56 0 8 14 222
Total Working Papers 1 3 6 614 5 77 179 2,963

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 0 1 5 115
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 1 4 8 12
Computer simulation of attractors in stochastic models with α-stable noise 0 0 0 6 1 2 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 1 3 12 52
From solar flare time series to fractional dynamics 0 0 0 3 1 3 11 51
Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments 0 0 1 1 0 3 8 13
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 3 0 1 3 37
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach 0 0 2 9 0 4 12 30
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots 0 0 1 1 1 8 12 22
Stable Lévy motion approximation in collective risk theory 0 0 0 78 0 4 19 199
Stochastic models for bidding strategies on oligopoly electricity market 0 0 1 3 0 2 7 36
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 0 5 7 44
Total Journal Articles 0 0 5 195 5 48 137 875

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 1 7 461 2 8 41 1,668
Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem) 0 0 1 129 0 4 14 465
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes 0 0 6 615 2 4 29 1,428
Total Books 1 1 14 1,205 4 16 84 3,561

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Statistics updated 2026-06-04