5
H index
3
i10 index
195
Citations
Politechnika Wrocławska | 5 H index 3 i10 index 195 Citations RESEARCH PRODUCTION: 13 Articles 16 Papers 3 Books RESEARCH ACTIVITY: 35 years (1976 - 2011). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pwe437 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Aleksander Weron. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Physica A: Statistical Mechanics and its Applications | 4 |
Journal of Multivariate Analysis | 3 |
Insurance: Mathematics and Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology | 16 |
Year | Title of citing document |
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2023 | Approximation of the invariant measure of stable SDEs by an EulerâMaruyama scheme. (2023). Xu, Lihu ; Schilling, Rene L ; Deng, Chang-Song ; Chen, Peng. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:163:y:2023:i:c:p:136-167. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Ornstein - Uhlenbeck Process Driven By $$\alpha$$ ? -stable Process and Its Gamma Subordination. (2023). Wyomaska, Agnieszka ; Grzesiek, Aleksandra ; Gajda, Janusz. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-09999-w. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
1997 | Stable Lévy motion approximation in collective risk theory In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 12 |
2003 | Annuities under random rates of interest--revisited In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
1981 | Existence of the linear prediction for Banach space valued Gaussian processes In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
1981 | [alpha]-Stable characterization of Banach spaces (1 In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
1976 | Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
1995 | Computer simulation of attractors in stochastic models with ?-stable noise In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
1990 | Characterizations of intrinsically random dynamical systems In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
1999 | A conditionally exponential decay approach to scaling in finance In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
1999 | Origins of the scaling behaviour in the dynamics of financial data In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
1998 | Origins of the scaling behaviour in the dynamics of financial data.(1998) In: HSC Research Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2008 | From solar flare time series to fractional dynamics In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
1987 | Ergodic properties of stationary stable processes In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 12 |
1992 | Ergodic behavior and estimation for periodically correlated processes In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
2009 | Stochastic models for bidding strategies on oligopoly electricity market In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 6 |
2000 | Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem) In: HSC Books. [Full Text][Citation analysis] | book | 0 |
1994 | Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes In: HSC Books. [Full Text][Citation analysis] | book | 122 |
1998 | Financial Engineering: Derivatives pricing, Computer simulations, Market statistics (Inzynieria finansowa: Wycena instrumentow pochodnych, Symulacje komputerowe, Statystyka rynku) In: HSC Books. [Full Text][Citation analysis] | book | 0 |
2001 | Dependence structure of stable R-GARCH processes In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2002 | On annuities under random rates of interest In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2003 | On ARMA(1,q) models with bounded and periodically correlated solutions In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2003 | A new De Vylder type approximation of the ruin probability in infinite time In: HSC Research Reports. [Full Text][Citation analysis] | paper | 1 |
2004 | Pure risk premiums under deductibles. A quantitative management in actuarial practice In: HSC Research Reports. [Full Text][Citation analysis] | paper | 1 |
2005 | Calibration of the multifactor HJM model for energy market In: HSC Research Reports. [Full Text][Citation analysis] | paper | 3 |
2006 | Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2007 | Asymptotic behavior of the finite time ruin probability of a gamma Levy process In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2008 | Modelling energy forward prices In: HSC Research Reports. [Full Text][Citation analysis] | paper | 0 |
2009 | Calibration of the subdiffusive Blackââ¬âScholes model In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
2011 | Option pricing in subdiffusive Bachelier model In: HSC Research Reports. [Full Text][Citation analysis] | paper | 4 |
1994 | Can One See Alpha-stable Variables and Processes? In: HSC Research Reports. [Full Text][Citation analysis] | paper | 7 |
1996 | Approximation of stochastic differential equations driven by alpha-stable Levy motion In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
1997 | The Lamperti transformation for self-similar processes In: HSC Research Reports. [Full Text][Citation analysis] | paper | 4 |
1997 | Spectral representation and structure of self-similar processes In: HSC Research Reports. [Full Text][Citation analysis] | paper | 2 |
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