Tomasz Zastawniak

Available identifiers

zbMath Open zastawniak.tomaszMaRDI QIDQ161537

List of research outcomes

Publication	Date of Publication	Type
Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space	2024-08-01	Paper
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
Probability for finance	2013-12-18	Paper
Numerical methods in finance with C++.	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
Stochastic Mehler kernels via oscillatory path integrals	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
https://portal.mardi4nfdi.de/entity/Q3033077	1989-01-01	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/Q4722283	1986-01-01	Paper

Research outcomes over time

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