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The Shannon Information of Filtrations and the Additional Logarithmic Utility of Insiders
Stefan Ankirchner, Steffen Dereich and Peter ImkellerVolume:
34
Language:
english
Journal:
The Annals of Probability
DOI:
10.2307/25449886
Date:
March, 2006
File:
PDF, 2.71 MB
english, 2006