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
Keywords	Valuation; Investment; Optimisation; Continuous time; Martingales; Transversality; Time change
Departments	Financial Markets Group Economics
DOI	10.1016/S0165-1889(99)00090-1
Date Deposited	27 Mar 2008 16:25
URI	https://researchonline.lse.ac.uk/id/eprint/3917

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Foldes, Lucien

HB Economic Theory

http://www.sciencedirect.com/science/journal/01651... (Official URL)

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