Kabanov, Yuri
Markets with Transaction Costs
Table of contents
1. Approximative Hedging
Yuri Kabanov, Mher Safarian
2. Arbitrage Theory for Frictionless Markets
Yuri Kabanov, Mher Safarian
3. Arbitrage Theory under Transaction Costs
Yuri Kabanov, Mher Safarian
4. Consumption–Investment Problems
Yuri Kabanov, Mher Safarian
5. Appendix
Yuri Kabanov, Mher Safarian
Keywords: Mathematics, Quantitative Finance, Probability Theory and Stochastic Processes
- Author(s)
- Kabanov, Yuri
- Safarian, Mher
- Publisher
- Springer
- Publication year
- 2009
- Language
- en
- Edition
- 1
- Series
- Springer Finance
- Page amount
- 14 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783540681212