Tomasz Zastawniak: search on Z-Library

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1

Pricing high-dimensional American options by kernel ridge regression

Hu, Wenbin, Zastawniak, Tomasz

Journal:

Quantitative Finance

Year:

2020

Language:

english

File:

PDF, 1.05 MB

english, 2020

2

A || Utility Maximizing Entropy and the Second Law of Thermodynamics

Wojciech Słomczyński and Tomasz Zastawniak

Journal:

The Annals of Probability

Year:

2004

Language:

english

File:

PDF, 1.72 MB

english, 2004

3

American contingent claims under small proportional transaction costs

Krzysztof Tokarz, Tomasz Zastawniak

Journal:

Journal of Mathematical Economics

Year:

2006

Language:

english

File:

PDF, 297 KB

english, 2006

4

Options under Proportional Transaction Costs: An

Alet Roux, Krzysztof Tokarz, Tomasz Zastawniak

Journal:

Acta Applicandae Mathematicae

Year:

2008

Language:

english

File:

PDF, 548 KB

english, 2008

5

[Springer Undergraduate Mathematics Series] Basic Stochastic Processes || Itô Stochastic Calculus

Brzeźniak, Zdzisław, Zastawniak, Tomasz

Year:

1999

Language:

english

File:

PDF, 2.74 MB

english, 1999

6

[Problem Books in Mathematics] Probability Through Problems ||

Capiński, Marek, Zastawniak, Tomasz

Year:

2001

Language:

english

File:

PDF, 18.66 MB

english, 2001

7

The nonexistence of the path-space measure for the Dirac equation in four space-time dimensions

Zastawniak, Tomasz

Journal:

Journal of Mathematical Physics

Year:

1989

Language:

english

File:

PDF, 588 KB

english, 1989

8

AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS

ROUX, ALET, ZASTAWNIAK, TOMASZ

Journal:

International Journal of Theoretical and Applied Finance

Year:

2014

Language:

english

File:

PDF, 430 KB

english, 2014

9

Credit Risk || Hazard function model and no arbitrage

Capinski, Marek, Zastawniak, Tomasz

Year:

2017

Language:

english

File:

PDF, 295 KB

english, 2017

10

Credit Risk || Defaultable bond pricing with hazard function

Capinski, Marek, Zastawniak, Tomasz

Year:

2017

Language:

english

File:

PDF, 212 KB

english, 2017

11

Stochastic Interest Rates || Models of the forward rate

McInerney, Daragh, Zastawniak, Tomasz

Year:

2015

Language:

english

File:

PDF, 163 KB

english, 2015

12

Stochastic Interest Rates || Fixed-income instruments

McInerney, Daragh, Zastawniak, Tomasz

Year:

2015

Language:

english

File:

PDF, 240 KB

english, 2015

13

Lagrange differential geometry, Finsler spaces and noise applied in biology and physics

Peter L. Antonelli, Tomasz J. Zastawniak

Journal:

Mathematical and Computer Modelling

Year:

1994

Language:

english

File:

PDF, 271 KB

english, 1994

14

The mathematical tourist

Dirk Huylebrouck, Wojciech S∤omczyński, Tomasz Zastawniak

Journal:

The Mathematical Intelligencer

Year:

1999

Language:

english

File:

PDF, 2.46 MB

english, 1999

15

A counter-example to an option pricing formula under transaction costs

Alet Roux, Tomasz Zastawniak

Journal:

Finance and Stochastics

Year:

2006

Language:

english

File:

PDF, 66 KB

english, 2006

16

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

Alet Roux, Tomasz Zastawniak

Journal:

Acta Applicandae Mathematicae

Year:

2009

Language:

english

File:

PDF, 746 KB

english, 2009

17

Curvature and production stability in Volterra-Hamilton system of Finsler type

Peter Antonelli, Tomasz Zastawniak

Journal:

Open Systems & Information Dynamics

Year:

1995

Language:

english

File:

PDF, 237 KB

english, 1995

18

[Springer Undergraduate Mathematics Series] Basic Stochastic Processes || Martingale Inequalities and Convergence

Brzeźniak, Zdzisław, Zastawniak, Tomasz

Year:

1999

Language:

english

File:

PDF, 1.06 MB

english, 1999

19

[Springer Undergraduate Mathematics Series] Basic Stochastic Processes || Martingales in Discrete Time

Brzeźniak, Zdzisław, Zastawniak, Tomasz

Year:

1999

Language:

english

File:

PDF, 1.41 MB

english, 1999

20

[Springer Undergraduate Mathematics Series] Basic Stochastic Processes || Review of Probability

Brzeźniak, Zdzisław, Zastawniak, Tomasz

Year:

1999

Language:

english

File:

PDF, 945 KB

english, 1999

21

[Springer Undergraduate Mathematics Series] Basic Stochastic Processes || Markov Chains

Brzeźniak, Zdzisław, Zastawniak, Tomasz

Year:

1999

Language:

english

File:

PDF, 3.39 MB

english, 1999

22

[Springer Undergraduate Mathematics Series] Basic Stochastic Processes || Stochastic Processes in Continuous Time

Brzeźniak, Zdzisław, Zastawniak, Tomasz

Year:

1999

Language:

english

File:

PDF, 2.25 MB

english, 1999

23

[Springer Undergraduate Mathematics Series] Basic Stochastic Processes || Conditional Expectation

Brzeźniak, Zdzisław, Zastawniak, Tomasz

Year:

1999

Language:

english

File:

PDF, 1.56 MB

english, 1999

24

[Springer Undergraduate Mathematics Series] Basic Stochastic Processes || || Front_matter

BrzeÅºniak, ZdzisÅaw, Zastawniak, Tomasz

Year:

1999

Language:

english

File:

PDF, 602 KB

english, 1999

25

[Springer Undergraduate Mathematics Series] Basic Stochastic Processes ||

Brzeźniak, Zdzisław, Zastawniak, Tomasz

Year:

1999

Language:

english

File:

PDF, 602 KB

english, 1999

26

Relativistic quantum mechanics for two interacting particles in one-time representation

Pliś, Andrzej, Zastawniak, Tomasz

Journal:

Reports on Mathematical Physics

Year:

1992

Language:

english

File:

PDF, 722 KB

english, 1992

27

Geometrical stochastic control and quantization

Zastawniak, Tomasz

Journal:

Journal of Mathematical Physics

Year:

1997

Language:

english

File:

PDF, 391 KB

english, 1997

28

American and Bermudan Options in Currency Markets with Proportional Transaction Costs

Roux, Alet, Zastawniak, Tomasz

Journal:

Acta Applicandae Mathematicae

Year:

2016

Language:

english

File:

PDF, 1.62 MB

english, 2016

29

Relative and Discrete Utility Maximising Entropy

Harańczyk, Grzegorz, Słomczyński, Wojciech, Zastawniak, Tomasz

Journal:

Open Systems & Information Dynamics

Year:

2008

Language:

english

File:

PDF, 419 KB

english, 2008

30

Glamour, value and anchoring on the changing P / E

Anderson, Keith, Zastawniak, Tomasz

Journal:

European Journal of Finance

Year:

2016

Language:

english

File:

PDF, 3.38 MB

english, 2016

31

Physics for fairer voting

Zyczkowski, Karol, Stomczynski, Wojciech, Zastawniak, Tomasz

Journal:

Year:

2006

Language:

english

File:

PDF, 483 KB

english, 2006

32

Probability for Finance || Product measure and independence

Kopp, Ekkehard, Malczak, Jan, Zastawniak, Tomasz

Year:

2013

Language:

english

File:

PDF, 322 KB

english, 2013

33

Credit Risk || Structural models

Capinski, Marek, Zastawniak, Tomasz

Year:

2017

Language:

english

File:

PDF, 377 KB

english, 2017

34

Credit Risk || Select bibliography

Capinski, Marek, Zastawniak, Tomasz

Year:

2017

Language:

english

File:

PDF, 45 KB

english, 2017

35

Credit Risk || Security pricing with hazard process

Capinski, Marek, Zastawniak, Tomasz

Year:

2017

Language:

english

File:

PDF, 277 KB

english, 2017

36

Credit Risk || Security pricing with hazard function

Capinski, Marek, Zastawniak, Tomasz

Year:

2017

Language:

english

File:

PDF, 200 KB

english, 2017

37

Credit Risk || Hazard process model

Capinski, Marek, Zastawniak, Tomasz

Year:

2017

Language:

english

File:

PDF, 274 KB

english, 2017

38

Credit Risk || Preface

Capinski, Marek, Zastawniak, Tomasz

Year:

2017

Language:

english

File:

PDF, 35 KB

english, 2017

39

Credit Risk || Appendix

Capinski, Marek, Zastawniak, Tomasz

Year:

2017

Language:

english

File:

PDF, 160 KB

english, 2017

40

Utility maximizing entropy and the second law of thermodynamics

Zastawniak, Tomasz, S?omczy?ski, Wojciech

Journal:

The Annals of Probability

Year:

2004

Language:

english

File:

PDF, 182 KB

english, 2004

41

Stochastic Interest Rates || Short-rate models

McInerney, Daragh, Zastawniak, Tomasz

Year:

2015

Language:

english

File:

PDF, 242 KB

english, 2015

42

Stochastic Interest Rates || Valuing interest rate derivatives

McInerney, Daragh, Zastawniak, Tomasz

Year:

2015

Language:

english

File:

PDF, 173 KB

english, 2015

43

Stochastic Interest Rates || LIBOR and swap market models

McInerney, Daragh, Zastawniak, Tomasz

Year:

2015

Language:

english

File:

PDF, 330 KB

english, 2015

44

Stochastic Interest Rates || Implementation and calibration of the LMM

McInerney, Daragh, Zastawniak, Tomasz

Year:

2015

Language:

english

File:

PDF, 186 KB

english, 2015

45

Stochastic Interest Rates || Vanilla interest rate options and forward measure

McInerney, Daragh, Zastawniak, Tomasz

Year:

2015

Language:

english

File:

PDF, 206 KB

english, 2015

46

Stochastic Interest Rates || Volatility smile

McInerney, Daragh, Zastawniak, Tomasz

Year:

2015

Language:

english

File:

PDF, 182 KB

english, 2015

47

Stochastic Interest Rates || Preface

McInerney, Daragh, Zastawniak, Tomasz

Year:

2015

Language:

english

File:

PDF, 48 KB

english, 2015

48

Probability for Finance || Sequences of random variables

Kopp, Ekkehard, Malczak, Jan, Zastawniak, Tomasz

Year:

2013

Language:

english

File:

PDF, 339 KB

english, 2013

49

Probability for Finance || Preface

Kopp, Ekkehard, Malczak, Jan, Zastawniak, Tomasz

Year:

2013

Language:

english

File:

PDF, 42 KB

english, 2013

50

Probability for Finance || Conditional expectation

Kopp, Ekkehard, Malczak, Jan, Zastawniak, Tomasz

Year:

2013

Language:

english

File:

PDF, 334 KB

english, 2013