Multiperiod securities markets with differential information : martingales and resolution times

Name

multiperiodsecur00duff.pdf

Size

1.3 MB

Format

Adobe PDF

Checksum (MD5)

a1606a24c62f8332cb232e51c1840476

Author(s)

Duffie, Darrell.

•

Huang, Chi-fu

Date Issued

1985

Publisher

Cambridge, Mass. : Massachusetts Institute of Technology, Alfred P. Sloan School of Management

Series/Report no.

Working paper (Sloan School of Management) ; 1654-85.

Description

January 1985.

Persistent DSpace Link