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