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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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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
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 27 Mar 2008 16:25
URL: http://eprints.lse.ac.uk/3917/

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