| FrontmatterDownload pp. i–iv |
| PrefaceDownload pp. v–viii |
| ContentsDownload pp. ix–x |
| 1 | Models on finite probability spacespp. 1–13 |
| 2 | Utility maximization under transaction costs: The case of finite Ωpp. 15–30 |
| 3 | Growth-optimal portfolio in the Black–Scholes modelpp. 31–65 |
| 4 | General duality theorypp. 67–91 |
| 5 | Local duality theorypp. 93–109 |
| 6 | Portfolio optimization under transaction costspp. 111–122 |
| 7 | Shadow price processpp. 123–126 |
| 8 | Case study: Fractional Brownian motionpp. 127–133 |
| A | Appendixpp. 135–142 |
| Bibliographypp. 143–147 |
| Indexpp. 149–150 |
