Niehaus, Frank - Universität <Hannover> / Fachbereich … - 2001
the information set I. The knowledge
of the objective probability distribution FI is common to all agents. For
simplicity …:1426{1446, 1978.
[14] Robert Merton. The theory of rational option pricing. Bell Journal of
Economics and Management Science, 4, 1973 … Management Science,
7:407{425, 1976.
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