A comparative analysis of the value of information in a continuous time market model with partial information: the cases of log-utility and CRRA.
Yang, Zhaojun ; Ewald, Christian-Oliver ; Wang, Wen-Kai
Journal of Probability and Statistics, Tome 2011 (2011), / Harvested from The Electronic Library of Mathematics
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Publié le : 2011-01-01
DOI : https://doi.org/10.1155/2011/238623
EUDML-ID : urn:eudml:doc:225179 
@article{05822181,
     title = {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 = {Journal of Probability and Statistics},
     volume = {2011},
     year = {2011},
     doi = {10.1155/2011/238623},
     zbl = {1200.91306},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05822181}
}

Yang, Zhaojun; Ewald, Christian-Oliver; Wang, Wen-Kai. 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, Tome 2011 (2011) . doi : 10.1155/2011/238623. http://gdmltest.u-ga.fr/item/05822181/