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Tomasz Zastawniak · Study

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Tomasz Zastawniak

5 works· latest 2020· 2 institutionscluster: provisional

h-index5

i105

Citations188

Works here5

04

08

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20

Most cited in this library

Mathematics for Finance: An Introduction to Financial Engineering2004 · 118 citations
Options under Proportional Transaction Costs: An Algorithmic Approach to Pricing and Hedging2008 · 20 citations
Mathematics for Finance2010 · 18 citations
American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions2008 · 17 citations
Pricing high-dimensional American options by kernel ridge regression2020 · 15 citations

Works

5 shown

Pricing high-dimensional American options by kernel ridge regression

Quantitative Finance·2020·2 authors

15citations

Mathematics for Finance

Springer undergraduate mathematics series·2010·2 authors·book

18citations

American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions

Acta Applicandae Mathematicae·2008·2 authors

17citations

Options under Proportional Transaction Costs: An Algorithmic Approach to Pricing and Hedging

Acta Applicandae Mathematicae·2008·3 authors

20citations

Mathematics for Finance: An Introduction to Financial Engineering

American Mathematical Monthly·2004·3 authors

118citations