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Markets with transaction costs: mathematical theory/

Kabanov, Yuri

Markets with transaction costs: mathematical theory/ Yuri Kabanov and Mher Safarian - Berlin: Springer, c2009. - xiv, 294 p. : ill. ; 24 cm. - (Springer finance) .

Approximative Hedging --
Arbitrage Theory for Frictionless Markets --
Arbitrage Theory under Transaction Costs --
Consumption --
Investment Problems --
A. Appendices: Facts from Convex Analysis --
A.2. Cesaro Convergence --
Facts from Probability --
Measurable Selection --
Fatou-Convergence and Bipolar Theorem in L0 --
Skorohod Problem and SDE with Reflections.

ISBN: 9783540681205

Subjects--Topical Terms:
Finance--Mathematical models
Transaction costs--Econometric models
Mathematics

Dewey Class. No.: 510 / KAB/M

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