Information, Trading, and the Pricing of Risky Financial Securities
Christopher Rude
No 119, Computing in Economics and Finance 2002 from Society for Computational Economics
Keywords: Entropy; asset pricing (search for similar items in EconPapers)
JEL-codes: D80 G11 G12 (search for similar items in EconPapers)
Date: 2002-07-01
New Economics Papers: this item is included in nep-fin, nep-fmk and nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:119
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