Information-based models for finance and insurance
In financial markets, the information that traders have about an asset is reflected in its price. The arrival of new information then leads to price changes. The ‘information-based framework’ of Brody, Hughston and Macrina (BHM) isolates the emergence of information, and examines its role as a drive...
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Imperial College London
2010
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.523269 |