INFORMATION-BASED ASSET PRICING
INFORMATION-BASED ASSET PRICING
Financial Informatics, pp. 29-64 (2022) No AccessChapter 2: INFORMATION-BASED ASSET PRICINGDORJE C. BRODY, LANE P. HUGHSTON and ANDREA MACRINADORJE C. BRODYDepartment of Mathematics, Imperial College London, London SW7 2AZ, UKCorresponding author., LANE P. HUGHSTONDepartment of Mathematics, King's College London, London WC2R 2LS, UK and ANDREA MACRINADepartment of Mathematics, King's College …