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Markets with Transaction Costs Mathematical Theory /

The central mathematical concept in the theory of frictionless markets is a martingale measure. In this, the first monograph devoted to the theory of financial markets with transaction costs, the authors argue that, for financial markets with proportional transaction costs, this concept should be re...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Kabanov, Yuri (Autor), Safarian, Mher (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2010.
Edición:1st ed. 2010.
Colección:Springer Finance,
Temas:
Acceso en línea:Texto Completo