A mispricing model of stocks under asymmetric information
From MaRDI portal
Publication:1926893
DOI10.1016/j.ejor.2012.03.026zbMath1253.91175arXiv1101.1148MaRDI QIDQ1926893
Garfield O. Brown, Winston S. Buckley, Mario Marshall
Publication date: 29 December 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1101.1148
60H30: Applications of stochastic analysis (to PDEs, etc.)
60G44: Martingales with continuous parameter
91G20: Derivative securities (option pricing, hedging, etc.)
91B44: Economics of information
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