| 000 | 00389nam a2200133Ia 4500 | ||
|---|---|---|---|
| 999 |
_c170300 _d170300 |
||
| 020 | _a9783540681205 | ||
| 040 | _cCUS | ||
| 082 |
_a510 _bKAB/M |
||
| 100 | _aKabanov, Yuri | ||
| 245 | 0 |
_aMarkets with transaction costs: mathematical theory/ _cYuri Kabanov and Mher Safarian |
|
| 260 |
_aBerlin: _bSpringer, _cc2009. |
||
| 300 |
_axiv, 294 p. : _bill. ; _c24 cm. |
||
| 440 | _a(Springer finance) | ||
| 505 | _aApproximative 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. | ||
| 650 | _aFinance--Mathematical models | ||
| 650 | _aTransaction costs--Econometric models | ||
| 650 | _aMathematics | ||
| 700 | _aSafarian, Mher | ||
| 942 | _cWB16 | ||