Tomasz Zastawniak

发表

Parallel Binomial American Option Pricing with (and without) Transaction Costs pdf

Nan Zhang, Alet Roux, Tomasz Zastawniak, 2011, ArXiv.

Relative and Discrete Utility Maximising Entropy

Wojciech Slomczynski, Tomasz Zastawniak, Grzegorz Haranczyk, 2008, Open Syst. Inf. Dyn..

Finitely Additive Probability

Tomasz Zastawniak, Marek Capiński, 2001 .

A counter-example to an option pricing formula under transaction costs

Alet Roux, Tomasz Zastawniak, 2006, Finance Stochastics.

Implementation and calibration of the LMM

Tomasz Zastawniak, Daragh McInerney, 2015 .

Parallel Binomial Valuation of American Options with Proportional Transaction Costs

Nan Zhang, Alet Roux, Tomasz Zastawniak, 2011, APPT.

Modeling Random Experiments

Tomasz Zastawniak, Marek Capiński, 2001 .

No arbitrage in a simple credit risk model

Tomasz Zastawniak, Marek Capinski, 2014, Appl. Math. Lett..

Basic stochastic processes : a course through exercises

Tomasz Zastawniak, Zdzislaw Brzezniak, Z. Brzeźniak, 1999 .

General Discrete Time Models

Tomasz Zastawniak, Marek Capiński, 2011 .

Pricing high-dimensional American options by kernel ridge regression

Wenbin Hu, Tomasz Zastawniak, T. Zastawniak, 2020, Quantitative Finance.

Basic stochastic processes

Tomasz Zastawniak, Zdzislaw Brzezniak, Robert B. Lund, 1999 .

Terminology and Notation

Tomasz Zastawniak, Marek Capiński, 2001 .

Hazard process model

Tomasz Zastawniak, Marek Capiński, 2017 .

Continuous Time Model

Tomasz Zastawniak, Marek Capiński, 2011 .

Numerical Methods in Finance with C

Tomasz Zastawniak, Maciej J. Capiski, 2012 .

Probability Through Problems

Tomasz Zastawniak, Marek Capiński, 2000 .

Mathematics for Finance

Tomasz Zastawniak, Marek Capiński, T. Zastawniak, 2011 .

9 S ep 2 01 1 American and Bermudan options in currency markets under proportional transaction costs

Alet Roux, Tomasz Zastawniak, 2011 .

American and Bermudan Options in Currency Markets with Proportional Transaction Costs

Alet Roux, Tomasz Zastawniak, 2011 .

Utility maximizing entropy and the second law of thermodynamics

Wojciech Slomczynski, Tomasz Zastawniak, Wojciech Słomczyński, 2004, math/0410115.

Problem Books in Mathematics

Tomasz Zastawniak, Peter Winkler, Edward J. Barbeau, 2004 .

European Options Under Proportional Transaction Costs: An Algorithmic Approach to Pricing and Hedging

Alet Roux, Tomasz Zastawniak, Krzysztof Tokarz, 2006 .

Fundamentals of Finslerian diffusion with applications

Tomasz Zastawniak, Peter L. Antonelli, 1999 .

American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions

Alet Roux, Tomasz Zastawniak, Alet Roux, 2007 .