Items where authors include "Zastawniak, Tomasz"

Article

Zastawniak, Tomasz (2024) Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space. Decisions in Economics and Finance. pp. 137-149. ISSN 1129-6569

Brown, Martin and Zastawniak, Tomasz (2020) Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs. Annals of FInance. ISSN 1614-2446

Hu, Wenbin and Zastawniak, Tomasz (2020) Pricing high-dimensional American options by kernel ridge regression. Quantitative Finance. pp. 1-16. ISSN 1469-7688

Roux, Alet orcid.org/0000-0001-9176-4468 and Zastawniak, Tomasz (2014) American options with gradual exercise under proportional transaction costs. International Journal of Theoretical and Applied Finance. 1450052. ISSN 0219-0249