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Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Jacek Gondzio · Study

Home/Author

Jacek Gondzio

3 works· latest 2006· 1 institutionscluster: provisionalORCID 0000-0002-6270-4666

h-index3

i103

Citations191

Works here3

01

03

06

Most cited in this library

High-Performance Computing for Asset-Liability Management2001 · 108 citations
Solving non-linear portfolio optimization problems with the primal-dual interior point method2006 · 50 citations
Hedging options under transaction costs and stochastic volatility2003 · 33 citations

Works

3 shown

Solving non-linear portfolio optimization problems with the primal-dual interior point method

European Journal of Operational Research·2006·2 authors

50citations

Hedging options under transaction costs and stochastic volatility

Journal of Economic Dynamics and Control·2003·3 authors

33citations

High-Performance Computing for Asset-Liability Management

Operations Research·2001·2 authors

108citations