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researcher

M. Wishart

1 paper hereh-index 779 citations14 works total

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author position
  • last author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

collaborators

1 paper

q-fin.MF2018

The financial value of knowing the distribution of stock prices in discrete market models

Ayelet Amiran, Fabrice Baudoin, Skylyn Brock +5

An explicit formula is derived for the value of weak information in a discrete time model that works for a wide range of utility functions including the logarithmic and power utili…

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