A counter-example to an option pricing formula under transaction costs. - Alet Roux; Tomasz Zastawniak (Finance Stochastics, 2006)

Relative and Discrete Utility Maximising Entropy. - Grzegorz Haranczyk; Wojciech Slomczynski; Tomasz Zastawniak (Open Syst. Inf. Dyn., 2008)

Parallel Binomial Valuation of American Options with Proportional Transaction Costs. - Nan Zhang; Alet Roux; Tomasz Zastawniak (APPT, 2011)

Parallel Binomial American Option Pricing with (and without) Transaction Costs - Nan Zhang; Alet Roux; Tomasz Zastawniak (CoRR, 2011)

No arbitrage in a simple credit risk model. - Marek Capinski; Tomasz Zastawniak (Appl. Math. Lett., 2014)