Joanna Piasecka

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
PRICING OF EUROPEAN AND AMERICAN CLAIMS IN THE CRR MODEL WITH FIXED PLUS - CONCAVE TRANSACTION COSTS
Demonstratio Mathematica
2004-11-01Paper
Discrete time arbitrage under transaction costs
Applicationes Mathematicae
2001-01-07Paper


Research outcomes over time


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