Grzegorz Krzyżanowski
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Person:2194784
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A tempered subdiffusive Black-Scholes model | 2021-03-25 | Paper |
| About subordinated generalizations of 3 classical models of option pricing | 2021-03-18 | Paper |
| A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model Communications in Nonlinear Science and Numerical Simulation | 2021-03-10 | Paper |
| Selected applications of differential equations in vanilla options valuation. Mathematica Applicanda | 2020-11-23 | Paper |
| A weighted finite difference method for subdiffusive Black-Scholes model Computers & Mathematics with Applications | 2020-09-07 | Paper |
Research outcomes over time
This page was built for person: Grzegorz Krzyżanowski
