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Information structure and equilibrium asset prices

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Author(s)
Huang, Chi-fu.
Date Issued
1984]
Publisher
Cambridge, Mass. : Massachusetts Institute of Technology
Series/Report no.
Working paper (Sloan School of Management) ; 1477-83.
Description
"October 1982. Revised: May 1983. Revised: April 1984. "
Subjects
Martingales (Mathematics)
Information theory in mathematics.
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