TY - BOOK AU - Kabanov, Yuri AU - Safarian, Mher TI - Markets with transaction costs: mathematical theory SN - 9783540681205 U1 - 510 PY - 2009/// CY - Berlin PB - Springer KW - Finance--Mathematical models KW - Transaction costs--Econometric models KW - Mathematics N1 - 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 ER -