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Janusz Gajda

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This is information that was supplied by Janusz Gajda in registering through RePEc. If you are Janusz Gajda , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Janusz
Middle Name:
Last Name: Gajda
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RePEc Short-ID: pga635

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Affiliation

Hugo Steinhaus Center for Stochastic Methods
Politechnika Wrocławska
Location: Wrocław, Poland
Homepage: http://www.im.pwr.wroc.pl/~hugo/
Email:
Phone: +48-71-3203530
Fax: +48-71-3202654
Postal: Wybrzeze Wyspianskiego 27, 50-370 Wroclaw
Handle: RePEc:edi:hspwrpl (more details at EDIRC)

Works

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Working papers

  1. Marcin Magdziarz & Janusz Gajda, 2012. "Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators," HSC Research Reports HSC/12/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Janusz Gajda, 2012. "Modeling of short term interest rate based on tempered fractional Langevin equation," HSC Research Reports HSC/12/03, Hugo Steinhaus Center, Wroclaw University of Technology.

Articles

  1. Gajda, Janusz & Wyłomańska, Agnieszka, 2013. "Tempered stable Lévy motion driven by stable subordinator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(15), pages 3168-3176.
  2. Burnecki, Krzysztof & Gajda, Janusz & Sikora, Grzegorz, 2011. "Stability and lack of memory of the returns of the Hang Seng index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(18), pages 3136-3146.

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