Asymmetric information and imperfect competition in a continuous time multivariate security model
Year of publication: |
2004
|
---|---|
Authors: | Lasserre, Guillaume |
Published in: |
Finance and Stochastics. - Springer. - Vol. 8.2004, 2, p. 285-309
|
Publisher: |
Springer |
Subject: | Equilibrium theory | portfolio optimization | asymmetric information | pricing in continuous time |
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