Wojciech Michal Pawlak

Registered user since Sat 25 May 2019

Name:Wojciech Michal Pawlak
Country:Denmark
Affiliation:University of Copenhagen, Denmark
Research interests:High-Performance Computing, Parallel Programming, GPU Programming, Functional Programming, Advanced Computer Architecture, Computational Finance, Derivative Pricing, Risk Management, Numerical Methods, Stochastic Calculus, Machine Learning

Contributions

ARRAY 2021 Author of Acceleration of Lattice Models for Pricing Portfolios of Fixed-Income Derivatives within the ARRAY 2021-track
FHPNC 2019 Author of Functional Approach to Acceleration of Monte Carlo Simulation for American Option Pricing (extended abstract) within the FHPNC-track