Valuation and martingale properties of shadow prices: an exposition (Q1583150)

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Valuation and martingale properties of shadow prices: an exposition
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    title
    Valuation and martingale properties of shadow prices: an exposition (English)
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    publication date
    26 October 2000
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    Mathematics Subject Classification ID
    91B24
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    91G10
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    91B70
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    zbMATH DE Number
    1521682
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    author
    Lucien Foldes
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    OpenAlex ID
    W2062297579
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