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.

9783540681205 (hbk.) 9783540681212 (ebk.)

2009940793

GBA864501 bnb

014607965 Uk


Finance--Mathematical models.
Transaction costs.
Martingales (Mathematics)


Elements of mathematical economics--ECO 130

HG106 / .K33 2009

332.01519236