英文标题：
《The financial value of knowing the distribution of stock prices in
  discrete market models》
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作者：
Ayelet Amiran, Fabrice Baudoin, Skylyn Brock, Berend Coster, Ryan
  Craver, Ugonna Ezeaka, Phanuel Mariano, Mary Wishart
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最新提交年份：
2018
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英文摘要：
  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 utility. We assume a complete market with a finite number of assets and a finite number of possible outcomes. Explicit calculations are performed for a binomial model with two assets. The case of trinomial models is also discussed.
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中文摘要：
推导了适用于广泛效用函数（包括对数效用和幂效用）的离散时间模型中弱信息值的显式公式。我们假设一个拥有有限数量资产和有限数量可能结果的完整市场。对具有两个资产的二项模型执行显式计算。还讨论了三项式模型的情况。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Mathematical Finance        数学金融学
分类描述：Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法，包括随机、概率和泛函分析、代数、几何和其他方法
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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一级分类：Quantitative Finance        数量金融学
二级分类：Portfolio Management        项目组合管理
分类描述：Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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