Person:161537

Available identifiers

zbMath Open zastawniak.tomaszMaRDI QIDQ161537

List of research outcomes

Publication	Date of Publication	Type
Game options with gradual exercise and cancellation under proportional transaction costs	2022-07-05	Paper
Pricing high-dimensional American options by kernel ridge regression	2021-06-02	Paper
Credit Risk	2016-10-26	Paper
Linear Vector Optimization and European Option Pricing Under Proportional Transaction Costs	2016-05-13	Paper
American and Bermudan options in currency markets with proportional transaction costs	2016-04-11	Paper
No arbitrage in a simple credit risk model	2015-06-22	Paper
Stochastic Interest Rates	2015-06-12	Paper
AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS	2015-01-23	Paper
https://portal.mardi4nfdi.de/entity/Q3190964	2014-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q2868663	2013-12-18	Paper
Preface	2012-08-16	Paper
https://portal.mardi4nfdi.de/entity/Q3588663	2010-09-09	Paper
Relative and Discrete Utility Maximising Entropy	2010-06-11	Paper
American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions	2009-06-30	Paper
Options under proportional transaction costs: An algorithmic approach to pricing and hedging	2008-09-10	Paper
A counter-example to an option pricing formula under transaction costs	2007-05-29	Paper
American contingent claims under small proportional transaction costs	2007-02-02	Paper
Utility maximizing entropy and the second law of thermodynamics.	2004-09-15	Paper
https://portal.mardi4nfdi.de/entity/Q4418854	2003-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q2718443	2001-06-19	Paper
Probability through problems	2001-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q4263621	2000-05-04	Paper
How long was the coast of Atlantis?	1999-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q4223087	1998-12-13	Paper
Curvature and production stability in Volterra-Hamilton system of Finsler type	1998-10-25	Paper
Geometrical stochastic control and quantization	1997-07-20	Paper
Relativistic quantum mechanics for two interacting particles in one-time representation	1994-01-09	Paper
https://portal.mardi4nfdi.de/entity/Q4014492	1992-10-05	Paper
https://portal.mardi4nfdi.de/entity/Q3986912	1992-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q3986913	1992-06-28	Paper
The nonexistence of the path-space measure for the Dirac equation in four space-time dimensions	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3033077	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4722283	1986-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Zastawniak, Tomasz