Weron, Aleksander, 1945-....
Weron, A.
Weron, Aleksander
Aleksander Weron
Weron, A. (Aleksander)
VIAF ID: 93355760 ( Personal )
Permalink: http://viaf.org/viaf/93355760
Preferred Forms
- 100 0 _ ‡a Aleksander Weron
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- 100 1 _ ‡a Weron, A.
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- 100 1 _ ‡a Weron, Aleksander
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- 100 1 _ ‡a Weron, Aleksander
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- 100 1 _ ‡a Weron, Aleksander ‡d 1945-
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- 100 1 _ ‡a Weron, Aleksander, ‡d 1945-....
4xx's: Alternate Name Forms (16)
Works
Title | Sources |
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Anomalous diffusion approximation of risk processes in operational risk of non-financial corporations | |
Approximation of stochastic differential equations driven by α-stable Lévy motion | |
Asymptotic behavior of the finite time ruin probability of a gamma Lévy process | |
Asymptotic behaviour of stochastic systems with conditionally exponential decay property | |
Banach-space-valued stationary processes and their linear prediction | |
Bounded solutions for ARMA model with varying coefficients | |
Calibration of the multi-factor HJM model for energy market | |
Calibration of the subdiffusive Black-Scholes model | |
Can one see a competition between subdiffusion and Lèvy flights? : a case of geometric-stable noise | |
Chaos : the interplay between stochastic and deterministic behaviour : proceedings of the XXXIst Winter School of Theoretical Physics held in Karpacz, Poland 13–24 February 1995 | |
Constantin Carathéodory (1873-1950) | |
Dependence structure of stable R-GARCH processes | |
Fractional Langevin equation with α-stable noise : a link to fractional ARIMA time series | |
Giełda energii : strategie zarządzania ryzykiem | |
Infinite processes of concurrent systems | |
Inżynieria finansowa : wycena instrumentów pochodnych, symulacje komputerowe, statystyka rynku | |
Itô formula for subordinated Langevin equation : a case of time dependent force | |
Laureaci nagród Polskiego Towarzystwa Matematycznego za rok 2006 | |
Matematyk finansowy pilnie poszukiwany : wyw. | |
[Matematyka finansowa - recenzja] | |
Mathematician for all seasons. recollections and notes | |
Measures of dependence for ARMA models with stable innovations | |
On annuities under random rates of interest with payments varying in arithmetic and geometric progression | |
On ARMA(1,q) models with bounded and periodically correlated solutions | |
Pricing forward-start options in the HJM framework : evidence from the Polish market | |
Probability theory on vector spaces IV / S. Cambanis, A. Weron (eds.). - Berlin, 1989. | |
Probability theory on vector spaces : proceedings, Trzebieszowice, Poland, September 1977 | |
Simulation and chaotic behavior of α-stable stochastic processes | |
Single particle tracking approach | |
Stanisław Gładysz (1920-2001) : nekr. | |
Stochastic methods in experimental sciences : proceedings of the 1989 COSMEX Meeting, Szklarska Poręba, Poland, 8-14 September 1989 | |
What is the best approximation of ruin probability in infinite tome? | |
Wrocławska szkoła matematyczna | |
Wspomnienia i zapiski | |
Wycena wybranych instrumentów pochodnych w modelu SABR i modelu lognormalnym | |
XXI Marian Smoluchowski Symposium on Statistical Physics : Zakopane, Poland, September 13-18, 2008 |