scientific article; zbMATH DE number 2144814
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Publication:4657104
zbMATH Open1089.91016MaRDI QIDQ4657104FDOQ4657104
Authors: Kerry Back 
Publication date: 14 March 2005
Title of this publication is not available (Why is that?)
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- Incomplete financial markets and differential information
- PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION
- Optimal liquidation of an asset under drift uncertainty
- A linear filtering approach for incomplete accounting information models
- Incomplete information and heterogeneous beliefs in continuous-time finance. With foreword by Heinz Zimmermann.
- The sound of silence: equilibrium filtering and optimal censoring in financial markets
- Adverse selection and costly information acquisition in asset markets
- Information and asset prices in complete markets exchange economies
- Asset pricing with incomplete information and fat tails
- Market Selection and Asymmetric Information
- INFORMATION ASYMMETRY IN PRICING OF CREDIT DERIVATIVES
- Market selection with learning and catching up with the Joneses
- How equilibrium prices reveal information in a time series model with disparately informed, competitive traders
- Imperfect information transmission and adverse selection in asset markets
- Probabilités neutres au risque et asymétrie d'information
- Dynkin games with incomplete and asymmetric information
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