Stochastic Interest Rates - Research Database, The University of York

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Game options with gradual exercise and cancellation under proportional transaction costs
Roux, A. & Zastawniak, T. J., 8 Dec 2016, arXiv, 33 p.
Research output: Working paper
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Capiński, M. & Zastawniak, T. J., 14 Nov 2016, Cambridge University Press. 194 p. (Mastering Mathematical Finance)
Research output: Book/Report › Book
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Stochastic Interest Rates

Research output: Book/Report › Book

Author(s)

Tomasz Zastawniak
Daragh McInerney

Department/unit(s)

Mathematics

Publication details

Date	Published - 2015
Number of pages	160
Publisher	Cambridge University Press
Original language	English
ISBN (Print)	9781107002579, 9780521175692

Publication series

Name	Mastering Mathematical Finance

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