Interval Arithmetic and Automatic Differentiation on GPU Using OpenCL. - Grzegorz Kozikowski; Bartlomiej Jacek Kubica (PARA, 2012)

Parallel Approach to Monte Carlo Simulation for Option Price Sensitivities Using the Adjoint and Interval Analysis. - Grzegorz Kozikowski; Bartlomiej Jacek Kubica (PPAM (2), 2013)

Potential future exposure, modelling and accelerating on GPU and FPGA. - Grzegorz Kozikowski; Grigorios Papamanousakis; Jinzhe Yang (WHPCF@SC, 2015)

Calibration of financial models based on Automatic Differentiation and High-Performance Computing. - Grzegorz Kozikowski (2018)