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Bhattacharya, Sudipto, Fulghieri, P. and Rovelli, R. (1998) Financial intermediation versus stock markets in a dynamic intertemporal model. Journal of institutional and theoretical economics, 154 (1). pp. 291-319. ISSN 0932-4569
Foldes, Lucien (2000) Valuation and Martingale properties of shadow prices. 342. Financial Markets Group, London School of Economics and Political Science, London, UK.
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