Markets with transaction costs : mathematical theory

Author(s)

• Kabanov, Yu M.
• Safarian, Mher

Bibliographic Information

Markets with transaction costs : mathematical theory

Yuri Kabanov, Mher Safarian

（Springer finance）

Springer, c2009

Note

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

Details

• NCID: BB01422245
• ISBN:
  • 9783540681205
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin ; Heidelberg
• Pages/Volumes: xiv, 294 p.
• Size: 24 cm
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Transaction costs
  • LCSH : Martingales (Mathematics)
• Parent Bibliography ID:
  • BA37506339