Wojciech Michal Pawlak

According to our database, Wojciech Michal Pawlak authored at least 3 papers between 2019 and 2021.

Collaborative distances:

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

2021

Acceleration of lattice models for pricing portfolios of fixed-income derivatives.

Wojciech Michal Pawlak, Marek Hlava, Martin Metaksov, Cosmin Eugen Oancea

Proceedings of the ARRAY 2021: Proceedings of the 7th ACM SIGPLAN International Workshop on Libraries, 2021

2019

Data-driven American Option Pricing using Artificial Neural Networks.

Hanen Borchani, Wojciech Michal Pawlak, Steffen Holmslykke, Allan Peter Engsig-Karup

Proceedings of the Advances in Data Mining, 2019

A functional approach to accelerating Monte Carlo based american option pricing.

Wojciech Michal Pawlak, Martin Elsman, Cosmin Eugen Oancea

Proceedings of the IFL '19: Implementation and Application of Functional Languages, 2019