Paweł Stȩpniak
Wrocław University of Science and Technology
Paweł Stępniak is currently pursuing a PhD in Mathematics at Wrocław University of Science and Technology, having completed his MSc in 2021. His primary research interests are in financial and actuarial mathematics, with a particular focus on stochastic processes and pricing American options. In parallel with his doctoral studies, he works as an analyst in the insurance industry, applying his expertise to real-world financial problems.
Follow Paweł
Articles by Paweł Stȩpniak
Pricing time-capped American options using a least squares Monte Carlo method
This paper uses a modified least squares Monte Carlo method to price time-capped American options.