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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
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Document Date: 2010-05-11 11:07:02


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