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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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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
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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
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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