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The Shannon Information of Filtrations and the Additional Logarithmic Utility of Insiders

The Shannon Information of Filtrations and the Additional Logarithmic Utility of Insiders

Stefan Ankirchner, Steffen Dereich and Peter Imkeller
  • 期刊名称The Annals of Probability
  • 作者Stefan Ankirchner, Steffen Dereich and Peter Imkeller
  • 卷第34卷
  • 期第2期
  • 印刷ISSN0091-1798
  • 文件大小2779.41KB
  • 发表时间2006-03
  • DOI10.2307/25449886
  • 页码743-778
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