Dariusz Gatarek

According to our database, Dariusz Gatarek authored at least 4 papers between 1992 and 2025.

Collaborative distances:

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

2025

Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates.

Piotr Nowak, Dariusz Gatarek

Entropy, 2025

2024

Efficient pricing and calibration of high-dimensional basket options.

Lech A. Grzelak, Juliusz Jablecki, Dariusz Gatarek

Int. J. Comput. Math., 2024

1999

Optimal stopping in Hilbert spaces and pricing of American options.

Dariusz Gatarek, Andrzej Swiech

Math. Methods Oper. Res., 1999

1992

Optimality conditions for impulsive control of piecewise-deterministic processes.

Dariusz Gatarek

Math. Control. Signals Syst., 1992