Acta Applicandae Mathematicae - Research Database, The University of York

Acta Applicandae Mathematicae

ISSNs: 0167-8019

Additional searchable ISSN (Electronic): 1572-9036

Springer Netherlands

Scopus rating (2019): CiteScore 1.6 SJR 0.66 SNIP 0.912

Journal

Publications

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2008
Options under proportional transaction costs: An algorithmic approach to pricing and hedging
Roux, A., Tokarz, K. & Zastawniak, T., 1 Sep 2008
Article in Acta Applicandae Mathematicae
2009
American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions
Roux, A. & Zastawniak, T., May 2009
Article in Acta Applicandae Mathematicae
2016
American and Bermudan Options in Currency Markets with Proportional Transaction Costs
Roux, A. & Zastawniak, T., Feb 2016
Article in Acta Applicandae Mathematicae

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