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Markets with transaction costs: mathematical theory/ Yuri Kabanov and Mher Safarian

By: Kabanov, YuriContributor(s): Safarian, MherMaterial type: Text

TextSeries: (Springer finance)Publication details: Berlin: Springer, c2009Description: xiv, 294 p. : ill. ; 24 cmISBN: 9783540681205Subject(s): Finance--Mathematical models | Transaction costs--Econometric models | MathematicsDDC classification: 510

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.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	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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