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Modelling Information Flows in Financial Markets
Information Flows Financial Markets
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2010/4/28
This paper presents an overview of information-based asset pricing. In this approach, an asset is defined by its cash-flow structure. The market is assumed to have access to "partial" information abou...
Modelling Information Flows in Financial Markets
Information Flows Financial Markets
font style='font-size:12px;'>
2010/4/28
This paper presents an overview of information-based asset pricing. In this approach, an asset is defined by its cash-flow structure. The market is assumed to have access to "partial" information abou...