Marek Kociński

Available identifiers

zbMath Open kocinski.marek-andrzejMaRDI QIDQ1396957

List of research outcomes

Publication	Date of Publication	Type
Partial hedging of American contingent claims in a finite discrete time model	2019-01-30	Paper
The martingale method of shortfall risk minimization in a discrete time market	2012-12-06	Paper
Hedging of the European option in discrete time under transaction costs depending on time	2010-05-21	Paper
Hedging of the European option in discrete time under proportional transaction costs	2005-02-11	Paper
Pricing of the American option in discrete time under proportional transaction costs	2003-07-15	Paper
https://portal.mardi4nfdi.de/entity/Q2732369	2002-05-29	Paper
Optimality of the replicating strategy for American options	2001-01-07	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: Marek Kociński