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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
Subjects: H Social Sciences > HB Economic Theory
Sets: Research centres and groups > Financial Markets Group (FMG)
Collections > Economists Online
Departments > Economics
Date Deposited: 27 Mar 2008 16:25
Last Modified: 01 Oct 2010 08:51
URI: http://eprints.lse.ac.uk/id/eprint/3917

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