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Martingale conditions for optimal saving-discrete time

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  • Foldes, Lucien

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  • Foldes, Lucien, 1978. "Martingale conditions for optimal saving-discrete time," Journal of Mathematical Economics, Elsevier, vol. 5(1), pages 83-96, March.
    • Handle: RePEc:eee:mateco:v:5:y:1978:i:1:p:83-96
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    Cited by:

    1. Kamihigashi, Takashi, 2005. "Necessity of the transversality condition for stochastic models with bounded or CRRA utility," Journal of Economic Dynamics and Control, Elsevier, vol. 29(8), pages 1313-1329, August.
    2. Foldes, Lucien, 2000. "Valuation and martingale properties of shadow prices: An exposition," Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1641-1701, October.
    3. Selby, Michael J. P., 2000. "Computational Aspects of Complex Securities," Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1491-1497, October.
    4. Duffie, Darrell, 2003. "Intertemporal asset pricing theory," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 11, pages 639-742, Elsevier.

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