Tomasz Zastawniak

According to our database, Tomasz Zastawniak authored at least 5 papers between 2006 and 2014.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2014

No arbitrage in a simple credit risk model.

Marek Capinski, Tomasz Zastawniak

Appl. Math. Lett., 2014

2011

Parallel Binomial American Option Pricing with (and without) Transaction Costs

Nan Zhang, Alet Roux, Tomasz Zastawniak

CoRR, 2011

Parallel Binomial Valuation of American Options with Proportional Transaction Costs.

Nan Zhang, Alet Roux, Tomasz Zastawniak

Proceedings of the Advanced Parallel Processing Technologies - 9th International Symposium, 2011

2008

Relative and Discrete Utility Maximising Entropy.

Grzegorz Haranczyk, Wojciech Slomczynski, Tomasz Zastawniak

Open Syst. Inf. Dyn., 2008

2006

A counter-example to an option pricing formula under transaction costs.

Alet Roux, Tomasz Zastawniak

Finance Stochastics, 2006