Valuation and martingale properties of shadow prices: an exposition

Foldes, L. (2000). Valuation and martingale properties of shadow prices: an exposition. Journal of Economic Dynamics and Control, 24(11-12), 1641-1701. https://doi.org/10.1016/S0165-1889(99)00090-1
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Item Type Article
Copyright holders © 2000 Elsevier Science
Departments LSE > Research Centres > Financial Markets Group
LSE > Academic Departments > Economics
DOI 10.1016/S0165-1889(99)00090-1
Date Deposited 27 Mar 2008
URI https://researchonline.lse.ac.uk/id/eprint/3917

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