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Grzegorz Krzyzanowski

Orcid: 0000-0001-9413-3434

According to our database1, Grzegorz Krzyzanowski authored at least 5 papers between 2020 and 2021.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

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Links

On csauthors.net:

Bibliography

2021
A tempered subdiffusive Black-Scholes model.
[BibTeX]
[DOI]
Grzegorz Krzyzanowski
,
Marcin Magdziarz
CoRR, 2021

About subordinated generalizations of 3 classical models of option pricing.
[BibTeX]
[DOI]
Michal Balcerek
,
Grzegorz Krzyzanowski
,
Marcin Magdziarz
CoRR, 2021

A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model.
[BibTeX]
[DOI]
Grzegorz Krzyzanowski
,
Marcin Magdziarz
Commun. Nonlinear Sci. Numer. Simul., 2021

2020
A weighted finite difference method for American and Barrier options in subdiffusive Black-Scholes Model.
[BibTeX]
[DOI]
Grzegorz Krzyzanowski
,
Marcin Magdziarz
CoRR, 2020

A weighted finite difference method for subdiffusive Black-Scholes model.
[BibTeX]
[DOI]
Grzegorz Krzyzanowski
,
Marcin Magdziarz
,
Lukasz Plociniczak
Comput. Math. Appl., 2020


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