Grzegorz Kozikowski

According to our database, Grzegorz Kozikowski authored at least 4 papers between 2012 and 2018.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2018

Calibration of financial models based on Automatic Differentiation and High-Performance Computing.

Grzegorz Kozikowski

PhD thesis, 2018

2015

Potential future exposure, modelling and accelerating on GPU and FPGA.

Grzegorz Kozikowski, Grigorios Papamanousakis, Jinzhe Yang

Proceedings of the 8th Workshop on High Performance Computational Finance, 2015

2013

Parallel Approach to Monte Carlo Simulation for Option Price Sensitivities Using the Adjoint and Interval Analysis.

Grzegorz Kozikowski, Bartlomiej Jacek Kubica

Proceedings of the Parallel Processing and Applied Mathematics, 2013

2012

Interval Arithmetic and Automatic Differentiation on GPU Using OpenCL.

Grzegorz Kozikowski, Bartlomiej Jacek Kubica

Proceedings of the Applied Parallel and Scientific Computing, 2012