Details about Marcin Magdziarz

E-mail:
Homepage:	http://www.im.pwr.wroc.pl/~magdziar/
Workplace:	Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska (Wroclaw University of Science and Technology), (more information at EDIRC)

Access statistics for papers by Marcin Magdziarz.

Last updated 2012-09-17. Update your information in the RePEc Author Service.

Short-id: pma1718

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Working Papers

2012

Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (5)

2011

Option pricing in subdiffusive Bachelier model
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology View citations (5)

Journal Articles

2009

Correlation cascades, ergodic properties and long memory of infinitely divisible processes
Stochastic Processes and their Applications, 2009, 119, (10), 3416-3434
Stochastic representation of subdiffusion processes with time-dependent drift
Stochastic Processes and their Applications, 2009, 119, (10), 3238-3252 View citations (22)

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