Markets with Transaction Costs

Yuri Kabanov () and Mher Safarian
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Yuri Kabanov: Université Besancon
Mher Safarian: Universität Karlsruhe

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Date: 2010
ISBN: 978-3-540-68121-2
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Chapters in this book:

Ch 1 Approximative Hedging

Yuri Kabanov and Mher Safarian

Ch 2 Arbitrage Theory for Frictionless Markets

Yuri Kabanov and Mher Safarian

Ch 3 Arbitrage Theory under Transaction Costs

Yuri Kabanov and Mher Safarian

Ch 4 Consumption–Investment Problems

Yuri Kabanov and Mher Safarian

Ch 5 Appendix

Yuri Kabanov and Mher Safarian

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DOI: 10.1007/978-3-540-68121-2

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