Details about Sebastian Orzeł

E-mail:	This e-mail address is bad, please ask Sebastian Orzeł to update the entry in the RePEc Author Service or the correct address.
Homepage:	http://im.pwr.wroc.pl/~orzel
Workplace:	Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska (Wroclaw University of Science and Technology), (more information at EDIRC)

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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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)

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