Asymptotic theory of transaction costs
By: Walter Schachermayer
Series: Zurich lectures in advance mathematics; Zurich lectures in advanced mathematics
Publisher: European Mathematical Society
Published: 2017
Place of publication: Zürich, Switzerland
Language: eng
Number of pages: 150
ISBN-13: 9783037191736
Copyright date: 2017
Subjects: Mathematical optimization; Portfolio management; Mathematical models
Notes: Includes bibliographical references (pages 143-147) and index.