Multiperiod security markets with differential information : Martingales and resolution times
| Year of publication: |
1986
|
|---|---|
| Authors: | Duffie, Darrell ; Huang, Chi-fu |
| Published in: |
Journal of Mathematical Economics. - Elsevier, ISSN 0304-4068. - Vol. 15.1986, 3, p. 283-303
|
| Publisher: |
Elsevier |