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Zastawniak, Tomasz's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
812 |
Total
Citations
5 |
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1.
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Zastawniak, Tomasz University of York (UK) Tokarz, Krzysztof University of Hull
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226
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2
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American options, bid-ask spread, transaction costs, dynamic programming, Snell envelope
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2.
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Zastawniak, Tomasz University of York (UK) Roux, Alet University of York (UK) - Department of Mathematics
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208
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1
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American options, transaction costs, pricing, hedging, optimal stopping, Snell envelope
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3.
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Roux, Alet University of York (UK) - Department of Mathematics Tokarz, Krzysztof University of Hull Zastawniak, Tomasz University of York (UK)
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185
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1
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transaction costs, options, pricing, hedging, superreplication
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4.
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Roux, Alet University of York (UK) - Department of Mathematics Zastawniak, Tomasz University of York (UK)
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118
(119,373)
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Transaction costs, arbitrage, option pricing, replication
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5.
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Zastawniak, Tomasz University of York (UK)
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75
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1
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American options, physical delivery, transaction costs, bid-ask spread, dynamic programming, Snell envelope
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Records 1 -
5
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