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2
Stanford GSB Faculty Publications
Publication Type
2
Articles
GSB Authors
1
David Kreps
1
Michael Ostrovsky
1
Nicolas Lambert
Keywords
2
random variables
1
Black-Scholes model
1
Black–Scholes model
1
Cox–Ross–Rubinstein model
1
discrete versus continuous time
1
efficient market hypothesis
1
elasticity
1
expected utility
1
financial markets
1
information aggregation
1
liquidity (economics)
1
market microstructure
1
optimal expected utility
1
portfolio management (investments)
1
probability theory
1
random walks
1
rational expectations equilibrium
1
securities trading
1
strategic trading
1
utility functions
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