Incomplete information and heterogeneous beliefs in continuous-time finance. With foreword by Heinz Zimmermann.
From MaRDI portal
Publication:1885523
zbMath1074.91024MaRDI QIDQ1885523
Publication date: 10 November 2004
Published in: Springer Finance (Search for Journal in Brave)
Related Items (7)
Dynkin Games with Incomplete and Asymmetric Information ⋮ Schumpeterian competition in a Lucas economy ⋮ Heterogeneous expectations and speculative behavior in insurance-linked securities ⋮ Irreversible investment and discounting: an arbitrage pricing approach ⋮ Differential games with asymmetric information and without Isaacs' condition ⋮ Incomplete information equilibria: separation theorems and other myths ⋮ Optimal Liquidation of an Asset under Drift Uncertainty
This page was built for publication: Incomplete information and heterogeneous beliefs in continuous-time finance. With foreword by Heinz Zimmermann.
