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Bartosz Ziemkiewicz
ORCID
Publication Activity (10 Years)
Years Active: 2004-2016
Publications (10 Years): 1
Top Topics
Multiresolution
Stochastic Differential Equations
Top Venues
Math. Comput. Simul.
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Publications
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Tomasz Klimsiak
,
Andrzej Rozkosz
,
Bartosz Ziemkiewicz
Valuing American options by simulation: A BSDEs approach.
Math. Comput. Simul.
123 (2016)
Bartosz Ziemkiewicz
On Approximation of Average Expectation Prices for Path Dependent Options in Fractional Models.
International Conference on Computational Science
(2004)