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Valuation and martingale properties of shadow prices : an exposition
Foldes, Lucien Paul, (2000)
Can strategic market making explain asset pricing? : A microstructure analysis of the treasury bond market
Massa, Massimo, (2000)
The impact of portfolio constraints in infinite-horizon incomplete-markets models
Judd, Kenneth L., (1999)
Pricing and hedging of derivative securities
Nielsen, Lars Tyge, (1999)
Common knowledge of price and expected cost in an oligopolistic market
Nielsen, Lars Tyge, (1990)
Attractive compounds of unattractive investments and gambles
Nielsen, Lars Tyge, (1985)