Asymptotic theory of transaction costs
Walter Schachermayer
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Schachermayer, Walter |
| Publisher: |
Zürich : European Mathematical Society |
| Subject: | Transaktionskosten | Transaction costs | Nutzenmaximierung | Utility maximization | Black-Scholes-Modell | Black-Scholes model | Portfolio-Management | Portfolio selection | Duales Optimierungsproblem | Dual optimization problem | Stochastischer Prozess | Stochastic process | Schattenpreis | Semimartingal | Gebrochene Brownsche Bewegung |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | x, 150 Seiten Illustrationen, Diagramme |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite 143-147 |
| ISBN: | 978-3-03719-173-6 ; 978-3-03719-673-1 |
| Other identifiers: | 10.4171/173 [DOI] |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011763489