Mathematical Finance
Subtitle: Workshop of the Mathematical Finance. Research Project, Konstanz, Germany, October 5-7, 2000 (Trends in Mathematics)
Contributors: Michael Kohlmann (Editor); Tang Shanjian (Editor)
Edition: 1 edition
Publisher: Birkhauser
Published: June 21, 2001
Language: eng
Format: Hardcover
Number of pages: 378
ISBN-13: 9783764365530
Subjects: Applied mathematics; Finance; Probability & statistics; Financial Economics (General); Mathematical Models In Economics; Business & Economics; Business / Economics / Finance; Business/Economics; Business Mathematics; General; Mathematical Finance; Mathematics / General; Probability and Statistics; Economics - General
First sentence: On-line portfolios in the absence of transaction costs have been discussed in the literature, see, e.g., [2], [3], [4], [7], [13].