The shadow price of information in continuous time decision problems

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Publication:3765689

DOI10.1080/17442508708833471zbMath0628.93076OpenAlexW2009565510MaRDI QIDQ3765689

Stanley R. Pliska, Kerry Back

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: http://www.kellogg.northwestern.edu/research/math/papers/690.pdf




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