MULTIPERIOD SECURITY MARKETS WITH DIFFERENTIAL INFORMATION - MARTINGALES AND RESOLUTION TIMES

被引：53

|

作者：

DUFFIE, D ^{[1
]}

HUANG, CF ^{[1
]}

机构：

[1] MIT,CAMBRIDGE,MA 02139

来源：

JOURNAL OF MATHEMATICAL ECONOMICS | 1986年 / 15卷 / 03期

关键词：

D O I：

10.1016/0304-4068(86)90017-0

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：283 / 303

页数：21

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