Multiperiod security markets with differential information: martingales and resolution times

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Bibliographic Information

Title
"Multiperiod security markets with differential information: martingales and resolution times"
Statement of Responsibility
by Darrell Duffie and Chi-fu Huang
Publisher
  • Sagwan Press
Publication Year
  • [201-]
Book size
25 cm

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Notes

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

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Details 詳細情報について

  • CRID
    1130293623274108433
  • NII Book ID
    BC16884048
  • ISBN
    9781340287955
  • Text Lang
    en
  • Country Code
    xx
  • Title Language Code
    en
  • Place of Publication
    • [S.l.]
  • Data Source
    • CiNii Books
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