Valuation and martingale properties of shadow prices: an exposition
type: Item
instance of: scholarly article
title: Valuation and martingale properties of shadow prices: an exposition
zbMATH Open document ID: 1032.91052
DOI: 10.1016/S0165-1889(99)00090-1
publication date: 2000-10-26T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 1521682
author: Lucien Foldes
MaRDI profile type: Publication
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full work available at URL: s0165-1889(99)00090-1
OpenAlex ID: W2062297579
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 1521682