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  2. Linear vector optimization and European option pricing under proportional transaction costs

    Roux, A. & Zastawniak, T., 2015, Set Optimization and Applications - The State of the Art: From Set Relation to Set-Valued Risk Measures. Hamel, A. H., Heyde, F., Löhne, A., Rudloff, B. & Schrage, C. (eds.). Springer, p. 159-176 28 p. (Springer Proceedings in Mathematics & Statistics; no. 151).

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review