Markets with transaction costs : mathematical theory
Year of publication: |
2009
|
---|---|
Authors: | Kabanov, Jurij M. ; Safarian, Mher M. |
Publisher: |
Berlin [u.a.] : Springer |
Subject: | Unvollkommener Kreditmarkt | Arbitrage-Pricing-Theorie | Transaktionskosten | Hedging | Mathematisches Modell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
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Markets with transaction costs : mathematical theory
Kabanov, Jurij M., (2009)
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No arbitrage conditions and liquidity
Astic, Fabian, (2007)
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Valuing options with transaction costs : a generalized approach from a decision analytic perspective
Ninomiya, Kazuhiro, (2003)
- More ...
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Markets with transaction costs : mathematical theory
Kabanov, Jurij M., (2009)
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On Leland's strategy of option pricing with transactions costs
Kabanov, Jurij M., (1997)
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On robust stopping times for detecting changes in distribution
Golubev, Yuri, (2018)
- More ...