Research output per year
Research output per year
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs
Brown, M. & Zastawniak, T., 26 May 2020, (E-pub ahead of print) In: Annals of FInance. 11 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Pricing high-dimensional American options by kernel ridge regression
Hu, W. & Zastawniak, T., 19 Feb 2020, (E-pub ahead of print) In: Quantitative Finance. 20, 5, p. 1-16 16 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Game options with gradual exercise and cancellation under proportional transaction costs
Roux, A. & Zastawniak, T. J., 24 Jul 2018, (E-pub ahead of print) In: Stochastics: An International Journal of Probability and Stochastic Processes. 90, 8, 31 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile
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Sergei Levendorskii
Tomasz Jerzy Zastawniak (Host)
12 May 2014 → 13 May 2014Activity: Hosting a visitor › Academic
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Stochastic Partial Differential Equations (SPDEs)
Tomasz Zastawniak (Organiser)
31 May 2010 → 4 Jun 2010Activity: Participating in or organising an event › Conference
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