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...
Đã lưu trong:
| Những tác giả chính: | , |
|---|---|
| Định dạng: | Livre numérique |
| Ngôn ngữ: | Anglais |
| Được phát hành: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Phiên bản: | 1st ed. 2010. |
| Loạt: | Springer Finance
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| Truy cập trực tuyến: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Chú thích: |
Description d'après consultation du 26 mars 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Markets with transaction costs, mathematical theory, Yuri Kabanov, Mher Safarian, 2009, Berlin, Springer, 1 vol. (XIV-294 p.), Springer finance, 978-3-540-68120-5 • Markets with Transaction Costs, Texte imprimé, 9783540863809 • Markets with Transaction Costs, Texte imprimé, 9783642262784 |