Research graph
References from Valuation and martingale properties of shadow prices: An exposition. Local targets link to admitted publications; unresolved targets remain external evidence.
Unresolved reference
External reference
Uncertainty and the economics of medical care
1963 · External reference
Uncertainty and the evaluation of public investment decisions
1970 · External reference
Pricing by arbitrage under arbitrary information
10.1111/1467-9965.00050 · 1998 · External reference
Option pricing with transaction costs and a nonlinear Black–Scholes equation
10.1007/s007800050046 · 1998 · External reference
Investment under uncertainty: a review essay
10.1016/0165-1889(95)00922-1 · 1996 · External reference
Market risk adjustment in project evaluation
10.2307/2326572 · 1978 · External reference
Unresolved reference
1980 · External reference
Unresolved reference
1993 · External reference
Quelques applications de la formule de changement de variables
10.1007/bf00534595 · 1970 · External reference
Wiener functionals as Itô integrals
10.1214/aop/1176995898 · 1977 · External reference
10.1016/s1573-4382(05)80006-2
10.1016/s1573-4382(05)80006-2 · External reference
Implementing Arrow–Debreu equilibria by continuous trading of few long-lived securities
10.2307/1913211 · 1985 · External reference
Optimization of consumption with labor income
10.1007/s007800050048 · 1998 · External reference
Unresolved reference
1982 · External reference
Unresolved reference
1906 · External reference
Unresolved reference
1930 · External reference
Martingale conditions for optimal saving – discrete time
10.1016/0304-4068(78)90007-1 · 1978 · External reference
Optimal saving and risk in continuous time
10.2307/2297082 · 1978 · External reference
Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
10.1080/17442509008833610 · 1990 · External reference
The pricing of call and put options on foreign exchange
10.1016/s0261-5606(83)80002-3 · 1983 · External reference
Unresolved reference
1986 · External reference
Unresolved reference
1979 · External reference
Unresolved reference
External reference
The value of an option to exchange one asset for another
10.2307/2326358 · 1978 · External reference
The theory of rational option pricing
10.2307/3003143 · 1973 · External reference
Unresolved reference
1966 · External reference
Unresolved reference
External reference
Unresolved reference
1996 · External reference
