Tomasz Zastawniak

Identifiers

• name variant Tomasz Zastawniak 0.60 · backfill

Papers (9)

1. Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs math.PR · 2019 · author #2
2. Game options with gradual exercise and cancellation under proportional transaction costs q-fin.PR · 2016 · author #2
3. Linear vector optimization and European option pricing under proportional transaction costs q-fin.PR · 2014 · author #2
4. American options with gradual exercise under proportional transaction costs q-fin.PR · 2013 · author #2
5. Parallel Binomial American Option Pricing with (and without) Transaction Costs cs.DC · 2011 · author #3
6. American and Bermudan options in currency markets under proportional transaction costs q-fin.PR · 2011 · author #2
7. American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions q-fin.PR · 2007 · author #2
8. Relative and Discrete Utility Maximising Entropy math.PR · 2007 · author #3
9. Utility maximizing entropy and the second law of thermodynamics math.PR · 2004 · author #2

Mentions

• 1407.5877 #2 · backfill · confidence 0.70 Tomasz Zastawniak
• 1308.2688 #2 · backfill · confidence 0.70 Tomasz Zastawniak
• 1110.2477 #3 · backfill · confidence 0.70 Tomasz Zastawniak
• 1108.1910 #2 · backfill · confidence 0.70 Tomasz Zastawniak
• 0709.1589 #2 · backfill · confidence 0.70 Tomasz Zastawniak
• 0709.1281 #3 · backfill · confidence 0.70 Tomasz Zastawniak

Frequent Coauthors

• Alet Roux 6 shared papers
• Grzegorz Hara\'nczyk 1 shared papers
• Martin Brown 1 shared papers
• Nan Zhang 1 shared papers
• Wojciech S{\l}omczy\'nski 1 shared papers
• Wojciech Slomczynski 1 shared papers