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 1 2 46 0 1 6 243
Approximation of stochastic differential equations driven by alpha-stable Levy motion 0 3 4 92 0 4 5 325
Asymptotic behavior of the finite time ruin probability of a gamma Levy process 0 0 0 7 0 0 0 51
Calibration of the multifactor HJM model for energy market 0 0 5 86 2 4 13 234
Calibration of the subdiffusive Black–Scholes model 0 0 4 27 0 1 8 127
Can One See Alpha-stable Variables and Processes? 0 0 2 32 0 0 3 125
Dependence structure of stable R-GARCH processes 0 0 1 26 0 1 2 125
Modelling energy forward prices 0 0 0 23 0 0 4 74
On ARMA(1,q) models with bounded and periodically correlated solutions 0 0 1 20 0 0 1 137
On annuities under random rates of interest 0 0 0 20 0 0 0 162
Option pricing in subdiffusive Bachelier model 1 1 2 48 1 1 6 259
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 18 0 0 0 124
Pure risk premiums under deductibles. A quantitative management in actuarial practice 0 0 2 35 0 1 8 293
Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) 0 0 0 7 0 0 1 63
Spectral representation and structure of self-similar processes 0 0 1 26 0 0 1 106
The Lamperti transformation for self-similar processes 1 2 3 53 1 2 4 194
Total Working Papers 2 7 27 566 4 15 62 2,642


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 1 38
Annuities under random rates of interest--revisited 0 0 0 35 0 0 0 107
Characterizations of intrinsically random dynamical systems 0 0 0 2 0 0 2 18
Computer simulation of attractors in stochastic models with α-stable noise 0 0 2 5 0 0 2 17
Ergodic behavior and estimation for periodically correlated processes 0 0 0 6 0 0 0 25
Ergodic properties of stationary stable processes 0 0 1 16 0 0 1 61
Existence of the linear prediction for Banach space valued Gaussian processes 0 0 0 4 0 1 1 40
From solar flare time series to fractional dynamics 0 0 0 2 0 0 6 35
Origins of the scaling behaviour in the dynamics of financial data 0 0 0 3 0 0 0 32
Stable Lévy motion approximation in collective risk theory 0 0 1 77 0 0 2 176
Stochastic models for bidding strategies on oligopoly electricity market 0 0 0 1 0 1 1 15
Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups 0 0 0 8 0 1 1 60
[alpha]-Stable characterization of Banach spaces (1 0 0 0 12 0 0 0 37
Total Journal Articles 0 0 4 177 0 3 17 661


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 27 438 1 6 58 1,550
Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem) 0 0 2 120 1 2 9 431
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes 1 8 32 537 1 12 58 1,264
Total Books 2 11 61 1,095 3 20 125 3,245


Statistics updated 2023-05-07