论文标题
一系列离散时间市场的弱信息财务价值的融合
Convergence of the financial value of weak information for a sequence of discrete-time markets
论文作者
论文摘要
我们研究了由一个免风险资产和多个风险资产组成的离散时间和连续时间金融市场中的预期弱，定义了与预期相关的最小概率措施，而预期不取决于对公用事业功能的选择。然后，我们在离散时间经济体中定义了弱信息的财务价值，并表明这些价值在整个市场的情况下融合了持续时间经济中弱信息的财务价值。
We examine weak anticipations in discrete-time and continuous-time financial markets consisting of one risk-free asset and multiple risky assets, defining a minimal probability measure associated with the anticipation that does not depend on the choice of a utility function. We then define the financial value of weak information in the discrete-time economies and show that these values converge to the financial value of weak information in the continuous-time economy in the case of a complete market.
