Wojciech Michal Pawlak

Publication Activity (10 Years)

Years Active: 2019-2021
Publications (10 Years): 3

Top Topics

Black Scholes Model

Artificial Neural Networks

Top Venues

Publications

Wojciech Michal Pawlak, Marek Hlava, Martin Metaksov, Cosmin Eugen Oancea
Acceleration of lattice models for pricing portfolios of fixed-income derivatives. ARRAY@PLDI (2021)
Wojciech Michal Pawlak, Martin Elsman, Cosmin Eugen Oancea
A functional approach to accelerating Monte Carlo based american option pricing. IFL (2019)
Hanen Borchani, Wojciech Michal Pawlak, Steffen Holmslykke, Allan Peter Engsig-Karup
Data-driven American Option Pricing using Artificial Neural Networks. ICDM (Posters) (2019)