Multiperiod security markets with differential information
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Publication:1086116
DOI10.1016/0304-4068(86)90017-0zbMath0608.90006OpenAlexW4253560450MaRDI QIDQ1086116
Chi-fu Huang, J. Darrell Duffie
Publication date: 1986
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(86)90017-0
differential informationinformational economicsdynamically fully revealing price systemmultiperiod securities marketsresolution time
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