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pro vyhledávání: '"Skylyn Brock"'
Autor:
Berend Coster, Fabrice Baudoin, Phanuel Mariano, Skylyn Brock, Mary Wishart, Ryan Craver, Ayelet Amiran, Ugonna Ezeaka
Publikováno v:
Involve 12, no. 5 (2019), 883-899
An explicit formula is derived for the value of weak information in a discrete time model that works for a wide range of utility functions including the logarithmic and power utility. We assume a complete market with a finite number of assets and a f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::83c7e3b8047d507e72db825815c3b385
https://projecteuclid.org/euclid.involve/1559095411
https://projecteuclid.org/euclid.involve/1559095411
