Details about Sebastian Orzeł
Access statistics for papers by Sebastian Orzeł.
Last updated 2012-11-26. Update your information in the RePEc Author Service.
Short-id: por147
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Journal Articles
Working Papers
2011
- Option pricing in subdiffusive Bachelier model
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology
View citations (5)
- Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology
View citations (3)
2010
- Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times
MPRA Paper, University Library of Munich, Germany
2009
- Calibration of the subdiffusive Black–Scholes model
HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology
View citations (2)
Journal Articles
2011
- Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description
Physica A: Statistical Mechanics and its Applications, 2011, 390, (23), 4379-4387
View citations (6)