Markets with Transaction Costs. Mathematical Theory

Yuri Kabanov ()
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Yuri Kabanov: LMB - Laboratoire de Mathématiques de Besançon (UMR 6623) - CNRS - Centre National de la Recherche Scientifique - UFC - Université de Franche-Comté - UBFC - Université Bourgogne Franche-Comté [COMUE]
Authors registered in the RePEc Author Service: Юрий Михайлович Кабанов

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Keywords: financial markets with transaction costs; approximate hedging; arbitrage pricing theory; hedging; free lunch; convex geometry; stochastic control; HJB equation (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (87)

Published in Springer, pp.XIV+294, 2009, Springer Finance

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00488168

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