Heterogeneous information arrival and option pricing
By: Patrick K. Asea, Mthuli Ncube.
Contributors: Ncube, Mthuli, 1968-; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 5950; Working paper series (National Bureau of Economic Research) -- working paper no. 5950.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 35
Subjects: Options (Finance) -- Mathematical models.; Information theory in finance.
Notes: "March 1997."

JEL no. G13, D52.

Includes bibliographical references (p. 32-35).

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