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Sorts and Limits


Title: Markets with Transaction Costs Mathematical Theory / by Yuri Kabanov, Mher Safarian.
Springer Finance
Springer finance

Main Entry: Kabanov, Yuri.
Safarian, Mher.
SpringerLink (Online service)

Publisher: Springer Berlin Heidelberg,
Publication Date: 2010.
Publication Place: Berlin, Heidelberg :
ISBN: 9783540681212
Subject: Mathematics.
Finance.
Distribution (Probability theory).
Mathematics.
Quantitative Finance.
Probability Theory and Stochastic Processes.

Series: Springer Finance
Springer finance

Contents: <P>1.Approximative Hedging -- 2.Arbitrage Theory for Frictionless Markets -- 3.Arbitrage Theory under Transaction Costs -- 4.Consumption--Investment Problems -- A.Appendices: A.1.Facts from Convex Analysis -- A.2.Césaro Convergence -- A.3.Facts from Probability -- A.4.Measurable Selection -- A.5.Fatou-Convergence and Bipolar Theorem in L<SUP>0</SUP> -- A.6.Skorohod Problem and SDE with Reflections -- B.Bibliographical comments -- References. </P>.
Related Records: Springer eBooks
Printed edition: 9783540681205

Cover Image: http://images.amazon.com/images/P/9783540681212.jpg

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