Multiperiod security markets with differential information: martingales and resolution times

Name: Multiperiod security markets with differential information: martingales and resolution times
Author: Duffie, Darrell, Huang, Chi-fu

CiNii 所蔵館 1館

書誌事項

タイトル: "Multiperiod security markets with differential information: martingales and resolution times"

出版者

出版年月

Reprint of: Working paper, Alfred P.Salon school of management, Massachusetts Institute of Technology. WP #1654-85, January 1985, Revised March 1985.