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Valuation and martingale properties of shadow prices: An exposition · Study

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ArticleValuation and martingale properties of shadow prices: An exposition

Lucien Foldes2000

Article2000

Valuation and martingale properties of shadow prices: An exposition

28 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Stochastic processes and financial applications Capital Investment and Risk Analysis Economic theories and models

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References

1994Investment Under Uncertainty.1994Investment under Uncertainty 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 2003UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE 2013The Theory of Political Economy 1978THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER 1906The nature of capital and income

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2007Chapter 12 Incomplete Markets 2008In which financial markets do mutual fund theorems hold true?

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Year2000

Typearticle

Published2000-10-01

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations28

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0165-1889(99)00090-1

openalex_workW2062297579

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