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Markets with transaction costs : mathematical theory /

Kabanov, Yuri.

Markets with transaction costs : mathematical theory / Yuri Kabanov, Mher Safarian. - Berlin ; London : Springer, c2009. - xiv, 294 p. : ill. ; 24 cm. - Springer finance . - Springer finance. .

Includes bibliographical references (p. [279]-292) and index.

ISBN: 9783540681205 (hbk.) 9783540681212 (ebk.)

LCCN: 2009940793

Nat. Bib. No.: GBA864501 bnb

Nat. Bib. Agency Control No.: 014607965 Uk

Subjects--Topical Terms:
Finance--Mathematical models.
Transaction costs.
Martingales (Mathematics)

Index Terms--Curriculum Objective:
Elements of mathematical economics--ECO 130

LC Class. No.: HG106 / .K33 2009

Dewey Class. No.: 332.01519236

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