Efficient pricing and calibration of high-dimensional basket options
Grzelak, Lech A., Jablecki, Juliusz, Gatarek, Dariusz
Published in International journal of computer mathematics (02.08.2024)
Published in International journal of computer mathematics (02.08.2024)
Get full text
Journal Article
On pricing of discrete Asian and Lookback options under the Heston model
Perotti, Leonardo, Grzelak, Lech A.
Published in International journal of computer mathematics (02.08.2024)
Published in International journal of computer mathematics (02.08.2024)
Get full text
Journal Article
A neural network-based framework for financial model calibration
Liu, Shuaiqiang, Borovykh, Anastasia, Grzelak, Lech A., Oosterlee, Cornelis W.
Published in Journal of mathematics in industry (05.09.2019)
Published in Journal of mathematics in industry (05.09.2019)
Get full text
Journal Article
Accelerated computations of sensitivities for xVA
Deelstra, Griselda, Grzelak, Lech A., Wolf, Felix L.
Published in International journal of computer mathematics (02.08.2024)
Published in International journal of computer mathematics (02.08.2024)
Get full text
Journal Article
On the Heston Model with Stochastic Interest Rates
Grzelak, Lech A., Oosterlee, Cornelis W.
Published in SIAM journal on financial mathematics (01.01.2011)
Published in SIAM journal on financial mathematics (01.01.2011)
Get full text
Journal Article
On an efficient multiple time step Monte Carlo simulation of the SABR model
Leitao, Álvaro, Grzelak, Lech A., Oosterlee, Cornelis W.
Published in Quantitative finance (03.10.2017)
Published in Quantitative finance (03.10.2017)
Get full text
Journal Article
Monte Carlo simulation of SDEs using GANs
van Rhijn, Jorino, Oosterlee, Cornelis W., Grzelak, Lech A., Liu, Shuaiqiang
Published in Japan journal of industrial and applied mathematics (01.09.2023)
Published in Japan journal of industrial and applied mathematics (01.09.2023)
Get full text
Journal Article
Wpływ pracy w czasie pandemii covid-19 na stres personelu pielęgniarskiego
Grzelak, Lech, Szwarc, Piotr
Published in Innowacje w Pielęgniarstwie i Naukach o Zdrowiu (28.03.2021)
Published in Innowacje w Pielęgniarstwie i Naukach o Zdrowiu (28.03.2021)
Get full text
Journal Article
Analysis of the Level of Stress and Methods of Coping with Stress among the Nursing Staff
Antczak-Komoterska, Anna, Haor, Beata, Malinowska, Mariola, Grzelak, Lech, Biercewicz, Monika, Kochman, Dorota, Krajewska, Karolina, Filipska-Blejder, Karolina, Wiśniewski, Adam, Ślusarz, Robert
Published in Nursing reports (Pavia, Italy) (01.09.2023)
Published in Nursing reports (Pavia, Italy) (01.09.2023)
Get full text
Journal Article
A novel Monte Carlo approach to hybrid local volatility models
van der Stoep, Anthonie W., Grzelak, Lech A., Oosterlee, Cornelis W.
Published in Quantitative finance (02.09.2017)
Published in Quantitative finance (02.09.2017)
Get full text
Journal Article
Extension of stochastic volatility equity models with the Hull-White interest rate process
Grzelak, Lech A., Oosterlee, Cornelis W., Van Weeren, Sacha
Published in Quantitative finance (01.01.2012)
Published in Quantitative finance (01.01.2012)
Get full text
Journal Article
Burnout Levels in Nurses and Associated Factors during the COVID-19 Pandemic-A Cross-Sectional Study
Filipska-Blejder, Karolina, Antczak-Komoterska, Anna, Kostecka, Magdalena, Haor, Beata, Królikowska, Agnieszka, Jabłońska, Renata, Grzelak, Lech, Wysokiński, Mariusz, Fidecki, Wiesław, Wiśniewski, Adam, Ślusarz, Robert
Published in Healthcare (Basel) (01.07.2023)
Published in Healthcare (Basel) (01.07.2023)
Get full text
Journal Article
The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives
Grzelak, Lech A., Oosterlee, Cornelis W., Van Weeren, Sacha
Published in Quantitative finance (01.11.2011)
Published in Quantitative finance (01.11.2011)
Get full text
Journal Article
Uncertainty quantification and Heston model
Suárez-Taboada, María, Witteveen, Jeroen A. S., Grzelak, Lech A., Oosterlee, Cornelis W.
Published in Journal of mathematics in industry (06.07.2018)
Published in Journal of mathematics in industry (06.07.2018)
Get full text
Journal Article
An equity–interest rate hybrid model with stochastic volatility and the interest rate smile
Grzelak, Lech A, Oosterlee, Cornelis W
Published in The journal of computational finance (01.07.2012)
Published in The journal of computational finance (01.07.2012)
Get full text
Journal Article
Wpływ czynników demograficznych oraz długość trwania terapii rekombinowanym hormonem wzrostu na satysfakcję rodziców z leczenia dzieci z somatotropinową niedoczynnością przysadki
Grzelak, Lech, Wiśniewska, Anna, Ślusarz, Robert
Published in Innowacje w Pielęgniarstwie i Naukach o Zdrowiu (28.03.2021)
Published in Innowacje w Pielęgniarstwie i Naukach o Zdrowiu (28.03.2021)
Get full text
Journal Article