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
| Item Type: | Article |
|---|---|
| Official URL: | http://www.sciencedirect.com/science/journal/01651... |
| Additional Information: | © 2000 Elsevier Science |
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory |
| Journal of Economic Literature Classification System: | 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 |
| Sets: | Research centres and groups > Financial Markets Group (FMG) Collections > Economists Online Departments > Economics |
| Date Deposited: | 27 Mar 2008 16:25 |
| URL: | http://eprints.lse.ac.uk/3917/ |
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