Sebastian Orzeł
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Fractional Klein-Kramers dynamics for subdiffusion and Itô formula Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
| Option pricing in subdiffusive Bachelier model Journal of Statistical Physics | 2011-11-25 | Paper |
| Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times Journal of Statistical Physics | 2011-06-28 | Paper |
Research outcomes over time
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