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Incomplete information and heterogeneous beliefs in continuous time finance

Ziegler, Alexandre

Incomplete information and heterogeneous beliefs in continuous time finance - 1st - New York SPRINGER 2001 - xiii,198 p.

ISBN: 3540003444

Subjects--Index Terms: Options (Finance)--Prices--Mathematical models.

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Savitribai Phule Pune University, Pune

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Incomplete information and heterogeneous beliefs in continuous time finance