A martingale characterization of the price of a nonrenewable resource with decisions involving uncertainty

Sudhakar D. Deshmukh*, Stanley R. Pliska

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

23 Scopus citations

Fingerprint

Dive into the research topics of 'A martingale characterization of the price of a nonrenewable resource with decisions involving uncertainty'. Together they form a unique fingerprint.

Keyphrases

Engineering

Economics, Econometrics and Finance