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Wojciech Michal Pawlak
Wojciech Michal Pawlak
SimCorp / Department of Computer Science, University of Copenhagen
Dirección de correo verificada de di.ku.dk - Página principal
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Acceleration of lattice models for pricing portfolios of fixed-income derivatives
WM Pawlak, M Hlava, M Metaksov, CE Oancea
Proceedings of the 7th ACM SIGPLAN International Workshop on Libraries …, 2021
22021
A Functional Approach to Accelerating Monte Carlo based American Option Pricing
WM Pawlak, M Elsman, CE Oancea
31st symposium on Implementation and Application of Functional Languages, 2019
12019
Data-driven American Option Pricing using Artificial Neural Networks
H Borchani, WM Pawlak, S Holmslykke, AP Engsig-Karup
19th Industrial Conference on Data Mining, ICDM 2019, 2019
12019
A Functional Approach to Monte Carlo based American Option Pricing
WM Pawlak, M Elsman, CE Oancea
ACM SIGPLAN International Workshop on Functional High-Performance and …, 2019
2019
Computational Hydrodynamics: How Portable and Scalable Are Heterogeneous Programming Paradigms?
W Pawlak, SL Glimberg, AP Engsig-Karup
SIAM Conference on Computational Science and Engineering (SIAM CSE 2015), 2015
2015
Re-Write Rules for Flattening in Fast Memory the Parallelism of Hull-White Trinomial Pricing
CE OANCEA, WM PAWLAK
Functional Approach to Acceleration of Monte Carlo Simulation for American Option Pricing
WM Pawlak, M Elsman, CE Oancea
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