Concepedia

Grzegorz Krzyżanowski

GK

Statistics

Publications

2

Citations

35

H-Index

2

Active since

2020

Affiliations

Wrocław University of Science and Technology(Current)

AGH University of Krakow

Grzegorz Krzyżanowski is an author at Wrocław University of Science and Technology specializing in numerical methods in finance, finite difference schemes, and finite difference discretization.

ORCID

Publications per year

2020–2020

2

Publications

2

A weighted finite difference method for subdiffusive Black–Scholes model

Grzegorz Krzyżanowski, Marcin Magdziarz, Łukasz Płociniczak · Computers & Mathematics with Applications · 2020 · 23 citations · Full text

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A computational weighted finite difference method for American and barrier options in subdiffusive Black–Scholes model

Grzegorz Krzyżanowski, Marcin Magdziarz · Communications in Nonlinear Science and Numerical Simulation · 2020 · 12 citations · Full text

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