Markets with transaction costs : mathematical theory
Author(s)
Bibliographic Information
Markets with transaction costs : mathematical theory
（Springer finance）
Springer, c2009
Available at 14 libraries
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"