INFORMATION-STRUCTURE AND EQUILIBRIUM ASSET PRICES

[1] EXISTENCE OF EQUILIBRIA IN ECONOMIES WITH INFINITELY MANY COMMODITIES [J]. JOURNAL OF ECONOMIC THEORY, 1972, 4 (03) : 514 - 540

[2] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 265 - 296

[3] Chung K.L., 1974, COURSE PROBABILITY T, V2nd

[4] REPRESENTATION OF FUNCTIONALS OF BROWNIAN MOTION BY STOCHASTIC INTEGRALS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (04): : 1282 - &

[5] COX JC, ECONOMETRICA

[6] DAVIS M, 1973, DETECTION SIGNALS PO

[7] Dellacherie C., 1980, Stochastic Processes & their Applications, V10, P115, DOI 10.1016/0304-4149(80)90017-4

[8] Dellacherie C., 1978, PROBABILITIES POTENT

[9] DUFFIE D, MIT150183 SLOAN SCH

[10] QUASI-MARTINGALES [J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1965, 120 (03) : 369 - &

[1] EXISTENCE OF EQUILIBRIA IN ECONOMIES WITH INFINITELY MANY COMMODITIES [J]. JOURNAL OF ECONOMIC THEORY, 1972, 4 (03) : 514 - 540

[2] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 265 - 296

[3] Chung K.L., 1974, COURSE PROBABILITY T, V2nd

[4] REPRESENTATION OF FUNCTIONALS OF BROWNIAN MOTION BY STOCHASTIC INTEGRALS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (04): : 1282 - &

[5] COX JC, ECONOMETRICA

[6] DAVIS M, 1973, DETECTION SIGNALS PO

[7] Dellacherie C., 1980, Stochastic Processes & their Applications, V10, P115, DOI 10.1016/0304-4149(80)90017-4

[8] Dellacherie C., 1978, PROBABILITIES POTENT

[9] DUFFIE D, MIT150183 SLOAN SCH

[10] QUASI-MARTINGALES [J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1965, 120 (03) : 369 - &