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Aleksander Weron

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Personal Details

First Name:Aleksander
Middle Name:
Last Name:Weron
Suffix:
RePEc Short-ID:pwe259
[This author has chosen not to make the email address public]
http://www.im.pwr.wroc.pl/~weron/
Wrocław, Poland
http://www.im.pwr.wroc.pl/~hugo/

: +48-71-3203530
+48-71-3202654
Wybrzeze Wyspianskiego 27, 50-370 Wroclaw
RePEc:edi:hspwrpl (more details at EDIRC)
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  1. Marcin Magdziarz & Sebastian Orzel & Aleksander Weron, 2011. "Option pricing in subdiffusive Bachelier model," HSC Research Reports HSC/11/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Sebastian Orzel & Aleksander Weron, 2009. "Calibration of the subdiffusive Black–Scholes model," HSC Research Reports HSC/09/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  3. Joanna Janczura & Aleksander Weron, 2008. "Modelling energy forward prices," HSC Research Reports HSC/08/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  4. Zbigniew Michna & Aleksander Weron, 2007. "Asymptotic behavior of the finite time ruin probability of a gamma Levy process," HSC Research Reports HSC/07/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  5. Magdalena Borgosz-Koczwara & Aleksander Weron & Agnieszka Wylomanska, 2006. "Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej)," HSC Research Reports HSC/06/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  6. Ewa Broszkiewicz-Suwaj & Aleksander Weron, 2005. "Calibration of the multifactor HJM model for energy market," HSC Research Reports HSC/05/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  7. Krzysztof Burnecki & Joanna Nowicka-Zagrajek & Aleksander Weron, 2004. "Pure risk premiums under deductibles. A quantitative management in actuarial practice," HSC Research Reports HSC/04/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  8. Aleksander Weron & Agnieszka Wylomanska, 2003. "On ARMA(1,q) models with bounded and periodically correlated solutions," HSC Research Reports HSC/03/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  9. Krzysztof Burnecki & Pawel Mista & Aleksander Weron, 2003. "A new De Vylder type approximation of the ruin probability in infinite time," HSC Research Reports HSC/03/05, Hugo Steinhaus Center, Wroclaw University of Technology.
  10. Krzysztof Burnecki & Agnieszka Marciniuk & Aleksander Weron, 2002. "On annuities under random rates of interest," HSC Research Reports HSC/02/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  11. Joanna Nowicka-Zagrajek & Aleksander Weron, 2001. "Dependence structure of stable R-GARCH processes," HSC Research Reports HSC/01/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  12. Aleksander Weron & Szymon Mercik & Rafal Weron, 1998. "Origins of the scaling behaviour in the dynamics of financial data," HSC Research Reports HSC/98/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  13. Krzysztof Burnecki & Jan Rosinski & Aleksander Weron, 1997. "Spectral representation and structure of self-similar processes," HSC Research Reports HSC/97/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  14. Krzysztof Burnecki & Makoto Maejima & Aleksander Weron, 1997. "The Lamperti transformation for self-similar processes," HSC Research Reports HSC/97/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  15. Aleksander Janicki & Zbigniew Michna & Aleksander Weron, 1996. "Approximation of stochastic differential equations driven by alpha-stable Levy motion," HSC Research Reports HSC/96/02, Hugo Steinhaus Center, Wroclaw University of Technology.
  16. Aleksander Janicki & Aleksander Weron, 1994. "Can One See Alpha-stable Variables and Processes?," HSC Research Reports HSC/94/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  1. Magdalena Borgosz-Koczwara & Aleksander Weron & Agnieszka Wyłomańska, 2009. "Stochastic models for bidding strategies on oligopoly electricity market," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 69(3), pages 579-592, July.
  2. Burnecki, Krzysztof & Klafter, Joseph & Magdziarz, Marcin & Weron, Aleksander, 2008. "From solar flare time series to fractional dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(5), pages 1077-1087.
  3. Burnecki, Krzysztof & Marciniuk, Agnieszka & Weron, Aleksander, 2003. "Annuities under random rates of interest--revisited," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 457-460, July.
  4. Weron, Rafal & Weron, Karina & Weron, Aleksander, 1999. "A conditionally exponential decay approach to scaling in finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 264(3), pages 551-561.
  5. Weron, Aleksander & Mercik, Szymon & Weron, Rafal, 1999. "Origins of the scaling behaviour in the dynamics of financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 264(3), pages 562-569.
  6. Furrer, Hansjorg & Michna, Zbigniew & Weron, Aleksander, 1997. "Stable Lévy motion approximation in collective risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 20(2), pages 97-114, September.
  7. W. Hazod & W. Härdle & G. Lindblad & M. Voit & J. Gani & A. Weron & N. Schmitz & J. Pfanzagl & H. Dette & G. Neuhaus & S. Taylor, 1995. "Book reviews," Metrika- International Journal for Theoretical and Applied Statistics, Springer, vol. 42(1), pages 265-278, December.
  8. Janicki, Aleksander & Weron, Aleksander, 1995. "Computer simulation of attractors in stochastic models with α-stable noise," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(1), pages 9-19.
  9. Leskow, Jacek & Weron, Aleksander, 1992. "Ergodic behavior and estimation for periodically correlated processes," Statistics & Probability Letters, Elsevier, vol. 15(4), pages 299-304, November.
  10. Suchanecki, Zdzisław & Weron, Aleksander, 1990. "Characterizations of intrinsically random dynamical systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 166(2), pages 220-228.
  11. Cambanis, Stamatis & Hardin, Clyde D. & Weron, Aleksander, 1987. "Ergodic properties of stationary stable processes," Stochastic Processes and their Applications, Elsevier, vol. 24(1), pages 1-18, February.
  12. Chobanjan, S. A. & Weron, A., 1981. "Existence of the linear prediction for Banach space valued Gaussian processes," Journal of Multivariate Analysis, Elsevier, vol. 11(1), pages 69-80, March.
  13. Mandrekar, V. & Weron, A., 1981. "[alpha]-Stable characterization of Banach spaces (1," Journal of Multivariate Analysis, Elsevier, vol. 11(4), pages 572-580, December.
  14. Makagon, A. & Weron, A., 1976. "Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups," Journal of Multivariate Analysis, Elsevier, vol. 6(1), pages 123-137, March.
  1. Aleksander Weron & Rafal Weron, 2000. "Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem)," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook0001.
  2. Aleksander Weron & Rafal Weron, 1998. "Financial Engineering: Derivatives pricing, Computer simulations, Market statistics (Inzynieria finansowa: Wycena instrumentow pochodnych, Symulacje komputerowe, Statystyka rynku)," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook9801.
  3. Aleksander Janicki & Aleksander Weron, 1994. "Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook9401.
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