Markets with Transaction Costs: Mathematical Theory

By Mher Safarian and Yuri Kabanov

Book Overview

Approximative Hedging.- Arbitrage Theory for Frictionless Markets.- Arbitrage Theory under Transaction Costs.- Consumption-Investment Problems.

• Format: Paperback
• Language: English
• ISBN: 3642262783
• ISBN13: 9783642262784
• Release Date: May 2012
• Publisher: Springer
• Length: 294 Pages
• Weight: 0.95 lbs.
• Dimensions: 0.7" x 6.1" x 9.0"