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Tokarz, K. and Zastawniak, T. (2006) American contingent claims under small proportional transaction costs. Journal of Mathematical Economics, 43 (1). pp. 65-85. ISSN 0304-4068

Roux, A. and Zastawniak, T. (2006) A counter-example to an option pricing formula under transaction costs. Finance and Stochastics, 10 (4). pp. 575-578. ISSN 1432-1122

Słomczyński, W. and Zastawniak, T. (2004) Utility maximizing entropy and the second law of thermodynamics. Annals of Probability, 32 (3). pp. 2261-2285. ISSN 0091-1798

This list was generated on Sat May 8 21:10:38 2021 BST.