Preface This book contains an introduction to the mathematical theory of ﬁnancial markets with proportional transaction costs. Traditionally, a theoretical analysis of models with market imperfections was considered a

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Date: 2010-05-11 11:07:02 Statistics Solvency cone Risk-neutral measure Black–Scholes Hamilton–Jacobi–Bellman equation Frictionless market Arbitrage Economic model Mathematical finance Financial economics Finance		Preface This book contains an introduction to the mathematical theory of ﬁnancial markets with proportional transaction costs. Traditionally, a theoretical analysis of models with market imperfections was considered a Add to Reading List Source URL: www.cemi.rssi.ru Download Document from Source Website File Size: 169,79 KB Share Document on Facebook

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