Details about Janusz Gajda

Access statistics for papers by Janusz Gajda.

Last updated 2020-09-28. Update your information in the RePEc Author Service.

Short-id: pga635

Working Papers

2012

1. Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (6)
2. Modeling of short term interest rate based on tempered fractional Langevin equation
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology

Journal Articles

2013

1. Tempered stable Lévy motion driven by stable subordinator
   Physica A: Statistical Mechanics and its Applications, 2013, 392, (15), 3168-3176 View citations (6)

2011

2. Stability and lack of memory of the returns of the Hang Seng index
   Physica A: Statistical Mechanics and its Applications, 2011, 390, (18), 3136-3146 View citations (7)