The demand for information: More heat than light
type: Item
instance of: scholarly article
title: The demand for information: More heat than light
zbMATH Open document ID: 1140.91395
author: Jussi Keppo
author: Giuseppe Moscarini
author: Lones Smith
published in: Journal of Economic Theory
publication date: 2008-08-19T00:00:00Z
full work available at URL: up.24662.1107206598.pdf
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B42
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 5313921
zbMATH Keywords: heat equation
zbMATH Keywords: information
zbMATH Keywords: garbling
zbMATH Keywords: demand curve
zbMATH Keywords: elasticity
zbMATH Keywords: martingale
zbMATH Keywords: non-concavity
zbMATH Keywords: option pricing
zbMATH Keywords: diffusion process
zbMATH Keywords: Ito's Lemma
MaRDI profile type: Publication
OpenAlex ID: W3125594215
cites work: The pricing of options and corporate liabilities
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cites work: Q4002114
cites work: A Bayesian Model of Demand for Information about Product Quality
cites work: Q4139359
cites work: The Law of Large Demand for Information
cites work: The Optimal Level of Experimentation
cites work: Stochastic differential equations. An introduction with applications.
cites work: Q3026687
cites work: A Mathematical Theory of Communication
DOI: 10.1016/J.JET.2007.03.003
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description: scientific article; zbMATH DE number 5313921