Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol89.Issue2.2000:
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We consider nancial market models based on Wiener space with two agents on dierent information levels: a regular agent whose information is contained in the natural ltration of
The author thanks Professors Evarist Gine and Jim Kuelbs for pointing out that the empirical results on a countable space can be formulated as results in the space l p.. He is