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"Robust Framework for Quantifying the Value of Information in Pricing and ..."

Anna Aksamit, Zhaoxu Hou, Jan Oblój (2020)

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DOI: 10.1137/18M1177597

access: closed

type: Journal Article

metadata version: 2020-06-15

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Anna Aksamit, Zhaoxu Hou, Jan Oblój:
Robust Framework for Quantifying the Value of Information in Pricing and Hedging. SIAM J. Financial Math. 11(1): 27-59 (2020)

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