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Markets with Transaction Costs: Mathematical Theory

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Markets with Transaction Costs: Mathematical Theory - Kabanov, Yuri, and Safarian, Mher
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This book presents a unified treatment of various problems arising in the theory of financial markets with friction. It gives a succinct account of arbitrage theory for financial markets with and without transaction costs based on a synthesis of ideas.

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Markets with Transaction Costs: Mathematical Theory 2012, Springer, Berlin, Heidelberg

ISBN-13: 9783642262784

2010 edition

Trade paperback

Markets with Transaction Costs: Mathematical Theory 2010, Springer, Berlin, Heidelberg

ISBN-13: 9783540681205

2010 edition

Hardcover