The information premium on a finite probability space
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Publication:6585958
DOI10.35834/2024/3601068zbMATH Open1545.91309MaRDI QIDQ6585958
Joo Seung Lee, Oleksii Mostovyi, Jake Koerner
Publication date: 12 August 2024
Published in: Missouri Journal of Mathematical Sciences (Search for Journal in Brave)
Cites Work
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- DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION?
- Financial markets theory. Equilibrium, efficiency and information
- Utility maximization in incomplete markets with random endowment
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