Adam W. Kolkiewicz

According to our database, Adam W. Kolkiewicz authored at least 6 papers between 2003 and 2016.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2016

Sampling-based Inference of Time Deformation Models with Heavy Tail Distributions.

Zhongxian Men, Tony S. Wirjanto, Adam W. Kolkiewicz

Commun. Stat. Simul. Comput., 2016

2015

On Suboptimality of Delta Hedging for Asian Options.

Adam W. Kolkiewicz

SIAM J. Financial Math., 2015

2014

Efficient Monte Carlo simulation for integral functionals of Brownian motion.

Adam W. Kolkiewicz

J. Complex., 2014

2006

A parallel quasi-Monte Carlo approach to pricing multidimensional American options.

Justin W. L. Wan, Kevin Lai, Adam W. Kolkiewicz, Ken Seng Tan

Int. J. High Perform. Comput. Netw., 2006

2004

A Parallel Quasi-Monte Carlo Approach to Pricing American Options.

Justin W. L. Wan, Kevin Lai, Adam W. Kolkiewicz, Ken Seng Tan

Proceedings of the 18th Annual Symposium on High Performance Computing Systems and Applications, 2004

2003

An improved simulation method for pricing high-dimensional American derivatives.

Phelim P. Boyle, Adam W. Kolkiewicz, Ken Seng Tan

Math. Comput. Simul., 2003