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Transaction costs
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American options with gradual exercise under proportional transaction costs
Roux, Alet
;
Zastawniak, Tomasz
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10010498817
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2
A counter-example to an option pricing formula under transaction costs
Roux, Alet
;
Zastawniak, Tomasz
- In:
Finance and stochastics
10
(
2006
)
4
,
pp. 575-578
Persistent link: https://www.econbiz.de/10003405651
Saved in:
3
American contingent claims under small proportional transaction costs
Tokarz, Krzysztof
;
Zastawniak, Tomasz
- In:
Journal of mathematical economics
43
(
2006
)
1
,
pp. 65-85
Persistent link: https://www.econbiz.de/10003407986
Saved in:
4
Fundamental theorem of asset pricing under fixed and proportional transaction costs
Brown, Martin
;
Zastawniak, Tomasz
- In:
Annals of finance
16
(
2020
)
3
,
pp. 423-433
Persistent link: https://www.econbiz.de/10012496392
Saved in:
5
A counter-example to an option pricing formula under transaction costs
Roux, Alet
;
Zastawniak, Tomasz
- In:
Finance and Stochastics
10
(
2006
)
4
,
pp. 575-578
Persistent link: https://www.econbiz.de/10005184393
Saved in:
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