Multiperiod security markets with differential information: martingales and resolution times

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Multiperiod security markets with differential information: martingales and resolution times

by Darrell Duffie and Chi-fu Huang

(Scholar select)

Sagwan Press, [201-]

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Note

Reprint of: Working paper, Alfred P.Salon school of management, Massachusetts Institute of Technology. WP #1654-85, January 1985, Revised March 1985.

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