Title of article

Valuation and martingale properties of shadow prices: An exposition

Author/Authors

Lucien Foldes، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2000

Pages

61

From page

1641

To page

1701

Keywords

VALUATION , optimisation , Investment , martingales , Transversality , Time change , Continuous time

Journal title

Journal of Economic Dynamics and Control

Serial Year

2000

Journal title

Journal of Economic Dynamics and Control

Record number

237837