Multiperiod securities markets with differential information : martingales and resolution times

Author(s)
Duffie, Darrell.; Huang, Chi-fu
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Description
January 1985.
Date issued
1985
URI
http://hdl.handle.net/1721.1/48360
Publisher
Cambridge, Mass. : Massachusetts Institute of Technology, Alfred P. Sloan School of Management
Other identifiers
multiperiodsecur00duff
Series/Report no.
Working paper (Sloan School of Management) ; 1654-85.
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