Last update: Sat Oct 14 02:54:42 MDT 2017
@Article{Back:2004:IAI, author = "Kerry Back", title = "Incomplete and Asymmetric Information in Asset Pricing Theory", journal = j-LECT-NOTES-MATH, volume = "1856", pages = "1--25", year = "2004", CODEN = "LNMAA2", DOI = "https://doi.org/10.1007/978-3-540-44644-6_1", ISBN = "3-540-22953-1 (print), 3-540-44644-3 (e-book)", ISBN-13 = "978-3-540-22953-7 (print), 978-3-540-44644-6 (e-book)", ISSN = "0075-8434 (print), 1617-9692 (electronic)", ISSN-L = "0075-8434", MRclass = "91B28; 91B28 (60G35 62M20 93E20)", MRnumber = "2113720 (2005k:91141)", MRreviewer = "A. F. Gualtierotti", bibdate = "Fri May 9 19:07:18 MDT 2014", bibsource = "http://www.math.utah.edu/pub/tex/bib/lnm2000.bib", URL = "http://link.springer.com/chapter/10.1007/978-3-540-44644-6_1/", ZMnumber = "1089.91016", acknowledgement = ack-nhfb, book-DOI = "https://doi.org/10.1007/b100122", book-URL = "http://www.springerlink.com/content/978-3-540-44644-6", fjournal = "Lecture Notes in Mathematics", journal-URL = "http://link.springer.com/bookseries/304", }