OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS (Q3523599)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS |
scientific article |
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OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS (English)
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3 September 2008
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utility function
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security price and its filtration
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partial and full information
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filter
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trading strategy
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Clark's formula
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value of information
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