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 | 2 | 2021 |
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 | 1 | 2019 |
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 | 1 | 2019 |
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 | | |