Asymmetric information and imperfect competition in a continuous time multivariate security model

Finance and Stochastics

Volumn 8, Issue 2, 2004, Pages 285-309

  Lasserre, Guillaume ^a,b  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

^b CREST   (France)

Author keywords

Asymmetric information; Equilibrium theory; Portfolio optimization; Pricing in continuous time

Indexed keywords

EID: 24144466465     PISSN: 09492984     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00780-003-0118-z     Document Type: Article

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