Michal Balcerek

According to our database, Michal Balcerek authored at least 3 papers between 2020 and 2021.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2021

About subordinated generalizations of 3 classical models of option pricing.

Michal Balcerek, Grzegorz Krzyzanowski, Marcin Magdziarz

CoRR, 2021

2020

Fractional Dynamics Identification via Intelligent Unpacking of the Sample Autocovariance Function by Neural Networks.

Dawid Szarek, Grzegorz Sikora, Michal Balcerek, Ireneusz Jablonski, Agnieszka Wylomanska

Entropy, 2020

Testing of Multifractional Brownian Motion.

Michal Balcerek, Krzysztof Burnecki

Entropy, 2020