Markets with transaction costs : mathematical theory

Author(s)

Bibliographic Information

Markets with transaction costs : mathematical theory

Yuri Kabanov, Mher Safarian

(Springer finance)

Springer, c2009

Available at  / 14 libraries

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Note

Includes bibliographical references (p. [279]-292) and index

Description and Table of Contents

Description

The book is the first monograph on this highly important subject.

Table of Contents

Approximative Hedging.- Arbitrage Theory for Frictionless Markets.- Arbitrage Theory under Transaction Costs.- Consumption-Investment Problems.

by "Nielsen BookData"

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