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The Shadow Price of Information in Continuous Time Decision Problems
Back, Kerry; Pliska, Stanley R. - Center for Mathematical Studies in Economics and … - 1986
Persistent link: https://www.econbiz.de/10005824541
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On the fundamental theorem of asset pricing with an infinite state space
Back, Kerry; Pliska, Stanley R. - In: Journal of Mathematical Economics 20 (1991) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10005520957
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Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints
Back, Kerry; Pliska, Stanley R. - Center for Mathematical Studies in Economics and … - 1986
Persistent link: https://www.econbiz.de/10005588741
Cover Image
The Shadow Price of Information in Continuous Time Decision Problems
Back, Kerry; Pliska, Stanley R. - 1986
Persistent link: https://www.econbiz.de/10012235505
Cover Image
Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints
Back, Kerry; Pliska, Stanley R. - 1986
Persistent link: https://www.econbiz.de/10012235515