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.
9783540681205
Finance--Mathematical models
Transaction costs--Econometric models
Mathematics
510 / KAB/M
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.
9783540681205
Finance--Mathematical models
Transaction costs--Econometric models
Mathematics
510 / KAB/M