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 utility 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 financial value of knowing the distribution of stock prices in discrete market models." Involve 12 (5) 883 - 899, 2019. https://doi.org/10.2140/involve.2019.12.883