Tomasz Zastawniak

Publication Activity (10 Years)

Years Active: 2006-2014
Publications (10 Years): 0

Top Topics

Sensitivity Analysis

Probabilistic Model

Top Venues

Appl. Math. Lett.

Publications

Marek Capinski, Tomasz Zastawniak
No arbitrage in a simple credit risk model. Appl. Math. Lett. 37 (2014)
Nan Zhang, Alet Roux, Tomasz Zastawniak
Parallel Binomial Valuation of American Options with Proportional Transaction Costs. APPT (2011)
Nan Zhang, Alet Roux, Tomasz Zastawniak
Parallel Binomial American Option Pricing with (and without) Transaction Costs CoRR (2011)
Grzegorz Haranczyk, Wojciech Slomczynski, Tomasz Zastawniak
Relative and Discrete Utility Maximising Entropy. Open Syst. Inf. Dyn. 15 (4) (2008)
Alet Roux, Tomasz Zastawniak
A counter-example to an option pricing formula under transaction costs. Finance Stochastics 10 (4) (2006)