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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