Markets with transaction costs: mathematical theory/ Yuri Kabanov and Mher Safarian
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
Contents:
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.
Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
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Central Library, Sikkim University General Book Section | 510 KAB/M (Browse shelf(Opens below)) | Available | P25277 |
Total holds: 0
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.
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