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Valuation and martingale properties of shadow prices: an exposition

Foldes, Lucien (2000) Valuation and martingale properties of shadow prices: an exposition. Journal of Economic Dynamics and Control, 24 (11-12). pp. 1641-1701. ISSN 0165-1889

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Identification Number: 10.1016/S0165-1889(99)00090-1
Item Type: Article
Official URL: http://www.sciencedirect.com/science/journal/01651...
Additional Information: © 2000 Elsevier Science
Divisions: Financial Markets Group
Economics
Subjects: H Social Sciences > HB Economic Theory
JEL classification: D - Microeconomics > D9 - Intertemporal Choice and Growth
D - Microeconomics > D4 - Market Structure and Pricing > D46 - Value Theory
D - Microeconomics > D8 - Information, Knowledge, and Uncertainty > D81 - Criteria for Decision-Making under Risk and Uncertainty
C - Mathematical and Quantitative Methods > C6 - Mathematical Methods and Programming > C61 - Optimization Techniques; Programming Models; Dynamic Analysis
Date Deposited: 27 Mar 2008 16:25
Last Modified: 11 Dec 2024 22:16
URI: http://eprints.lse.ac.uk/id/eprint/3917

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