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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Kabanov, Yuri (Author), Safarian, Mher (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2010.
Edition:1st ed. 2010.
Series:Springer Finance,
Subjects:
International economic relations.
Business mathematics.
Social sciences > Mathematics.
Probabilities.
International Economics.
Business Mathematics.
Mathematics in Business, Economics and Finance.
Probability Theory.
Online Access:Texto Completo

Internet

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