Incomplete information and heterogeneous beliefs in continuous-time finance. With foreword by Heinz Zimmermann.

zbMath1074.91024MaRDI QIDQ1885523

Alexandre Ziegler

Publication date: 10 November 2004

Published in: Springer Finance (Search for Journal in Brave)

zbMATH Keywords

utility; interest rates; consumption; portfolio choice; asset prices

Mathematics Subject Classification ID

91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance

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