Grzegorz Krzyżanowski

Available identifiers

zbMath Open krzyzanowski.grzegorz-piotrMaRDI QIDQ2194784

List of research outcomes

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	2021-03-10	Paper
Selected applications of differential equations in vanilla options valuation.	2020-11-23	Paper
A weighted finite difference method for subdiffusive Black-Scholes model	2020-09-07	Paper

Research outcomes over time

This page was built for person: Grzegorz Krzyżanowski