Multiperiod securities markets with differential information
Subtitle: martingales and resolution times
By: by Darrell Duffie and Chi-fu Huang.
Contributors: Huang, Chi-fu.
Edition: Rev. March 1985.
Series: WP -- #1654-85; Working paper (Sloan School of Management) -- 1654-85.
Publisher: Massachusetts Institute of Technology, Alfred P. Sloan School of Management
Published: 1985
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 21
Other titles: Martingales and resolution times.