INFORMATION-BASED ASSET PRICING
INFORMATION-BASED ASSET PRICING
Finance at Fields, pp. 115-150 (2012) No AccessINFORMATION-BASED ASSET PRICINGDORJE C. BRODY, LANE P. HUGHSTON and ANDREA MACRINADORJE C. BRODYDepartment of Mathematics, Imperial College London, London SW7 2AZ, United Kingdom, LANE P. HUGHSTONDepartment of Mathematics, King's College London, London WC2R 2LS, United Kingdom and ANDREA MACRINADepartment of Mathematics, King's College …