Concepedia

Tomasz Zastawniak

TZ

11

Publications

288

Citations

10

H-Index

1989

Active since

Affiliations

University of York(Current)

National-Louis University

Tomasz Zastawniak is an author at University of York specializing in engineering, option pricing, and economics.

Top concepts

EngineeringFinanceBusinessEconomicsOption PricingAsset PricingEconomic AnalysisProbabilityMathematical ProgrammingStochastic Calculus

Publications per year

1989–2020

11

Publications

11

Mathematics for Finance: An Introduction to Financial Engineering

Philip Protter, Marek Capiński, Tomasz Zastawniak · American Mathematical Monthly · 2004 · 119 citations

Economics, Option Pricing, Financial Economics +12

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

Tomasz Zastawniak · Journal of Mathematical Physics · 1989 · 25 citations

Spectral Theory, Dirichlet Form, Space-time Dimensions +9

A Relativistic Version of Nelson's Stochastic Mechanics

Tomasz Zastawniak · Europhysics Letters (EPL) · 1990 · 24 citations

Stochastic Mechanics, Hamiltonian Theory, Dirichlet Form +12

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

Alet Roux, Krzysztof Tokarz, Tomasz Zastawniak · Acta Applicandae Mathematicae · 2008 · 22 citations

Mathematical Programming, Proportional Transaction Costs, Option Pricing +15

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

Alet Roux, Tomasz Zastawniak · Acta Applicandae Mathematicae · 2008 · 18 citations

Mathematical Programming, Option Pricing, Computational Finance +9

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