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	A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA
	Zhaojun Yang; Christian-Oliver Ewald; Wen-Kai Wang
刊名	Journal of Probability and Statistics
	2011
卷号	Vol.2011
ISSN号	1687-952X
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/6514158
专题	湖南大学
作者单位	1.School of Finance and Statistics, Hunan University, Changsha 410079, China 2.School of Mathematics and Statistics, University of Sydney, Sydney NSW 2006, Australia
推荐引用方式 GB/T 7714	Zhaojun Yang,Christian-Oliver Ewald,Wen-Kai Wang. A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA[J]. Journal of Probability and Statistics,2011,Vol.2011.
APA	Zhaojun Yang,Christian-Oliver Ewald,&Wen-Kai Wang.(2011).A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA.Journal of Probability and Statistics,Vol.2011.
MLA	Zhaojun Yang,et al."A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA".Journal of Probability and Statistics Vol.2011(2011).

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