A functional approach to accelerating Monte Carlo based american option pricing. - Wojciech Michal Pawlak; Martin Elsman; Cosmin Eugen Oancea (IFL, 2019)

Data-driven American Option Pricing using Artificial Neural Networks. - Hanen Borchani; Wojciech Michal Pawlak; Steffen Holmslykke; Allan Peter Engsig-Karup (ICDM (Posters), 2019)

Acceleration of lattice models for pricing portfolios of fixed-income derivatives. - Wojciech Michal Pawlak; Marek Hlava; Martin Metaksov; Cosmin Eugen Oancea (ARRAY@PLDI, 2021)