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PLDI 2021
Sun 20 - Sat 26 June 2021 PLDI
Wojciech Michal Pawlak

Registered user since Sat 25 May 2019

Name:Wojciech Michal Pawlak
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


ARRAY 2021 Acceleration of Lattice Models for Pricing Portfolios of Fixed-Income Derivatives
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