Rafał M. Łochowski

1. On tails of symmetric and totally asymmetric α-stable distributions
   2018/02/02 by Witold Bednorz, Bednorz, Witold M., Rafał M. Łochowski +3 · 2 citations
   Economics, Econometrics and Finance · Social Sciences · #60E07 #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Stochastic processes and financial applications
2. Level crossings of fractional Brownian motion
   2023/08/16 by Purba Das, Das, Purba, Rafał M. Łochowski +5 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #60G22 #60J55 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
3. Integration with respect to model-free price paths with jumps
   2015/11/25 by Rafał M. Łochowski, Łochowski, Rafał M. · 1 citation
   Economics, Econometrics and Finance · Mathematics · #60H05 #Economic theories and models #FOS: Economics and business #Mathematical Dynamics and Fractals #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications