From solar flare time series to fractional dynamics. - Krzysztof Burnecki; Aleksander Weron; Joseph Klafter; Marcin Magdziarz (VALUETOOLS, 2008)

Stochastic representations of anomalous diffusion processes: subordination approach. - Marcin Magdziarz; Aleksander Weron (VALUETOOLS, 2008)

Asymptotic properties and numerical simulation of multidimensional Lévy walks. - Marcin Magdziarz; Marek Teuerle (Commun. Nonlinear Sci. Numer. Simul., 2015)

Quenched trap model for Lévy flights. - Marcin Magdziarz; Wladyslaw Szczotka (Commun. Nonlinear Sci. Numer. Simul., 2016)

Method of calculating densities for isotropic ballistic Lévy walks. - Marcin Magdziarz; Tomasz Zorawik (Commun. Nonlinear Sci. Numer. Simul., 2017)

Diffusion limit of Lévy-Lorentz gas is Brownian motion. - Marcin Magdziarz; Wladyslaw Szczotka (Commun. Nonlinear Sci. Numer. Simul., 2018)

Lamperti transformation - Cure for ergodicity breaking. - Marcin Magdziarz; Tomasz Zorawik (Commun. Nonlinear Sci. Numer. Simul., 2019)

A weighted finite difference method for subdiffusive Black-Scholes model. - Grzegorz Krzyzanowski; Marcin Magdziarz; Lukasz Plociniczak (Comput. Math. Appl., 2020)

Lamperti transformation of scaled Brownian motion and related Langevin equations. - Marcin Magdziarz (Commun. Nonlinear Sci. Numer. Simul., 2020)

A weighted finite difference method for American and Barrier options in subdiffusive Black-Scholes Model. - Grzegorz Krzyzanowski; Marcin Magdziarz (CoRR, 2020)

A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model. - Grzegorz Krzyzanowski; Marcin Magdziarz (Commun. Nonlinear Sci. Numer. Simul., 2021)

About subordinated generalizations of 3 classical models of option pricing. - Michal Balcerek; Grzegorz Krzyzanowski; Marcin Magdziarz (CoRR, 2021)

A tempered subdiffusive Black-Scholes model. - Grzegorz Krzyzanowski; Marcin Magdziarz (CoRR, 2021)