DO ARBITRAGE-FREE PRICES COME FROM UTILITY MAXIMIZATION?
Author:
Affiliation:
1. University of Vienna
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/mafi.12066/fullpdf
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4. Valuation and Martingale Properties of Shadow Prices: An Exposition;Foldes;J. Econom. Dynam. Control,2000
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