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.