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