Grzegorz Krzyzanowski

Publication Activity (10 Years)

Years Active: 2019-2021
Publications (10 Years): 6

Top Topics

Finite Difference Method

Black Scholes Model

Image Denoising

Top Venues

Comput. Math. Appl.

Commun. Nonlinear Sci. Numer. Simul.

Publications

Michal Balcerek, Grzegorz Krzyzanowski, Marcin Magdziarz
About subordinated generalizations of 3 classical models of option pricing. CoRR (2021)
Grzegorz Krzyzanowski, Marcin Magdziarz
A tempered subdiffusive Black-Scholes model. CoRR (2021)
Grzegorz Krzyzanowski, Marcin Magdziarz
A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model. Commun. Nonlinear Sci. Numer. Simul. 96 (2021)
Grzegorz Krzyzanowski, Marcin Magdziarz, Lukasz Plociniczak
A weighted finite difference method for subdiffusive Black-Scholes model. Comput. Math. Appl. 80 (5) (2020)
Grzegorz Krzyzanowski, Marcin Magdziarz
A weighted finite difference method for American and Barrier options in subdiffusive Black-Scholes Model. CoRR (2020)
Grzegorz Krzyzanowski, Marcin Magdziarz, Lukasz Plociniczak
A weighted finite difference method for subdiffusive Black Scholes Model. CoRR (2019)