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"Diffusion approximations for randomly arriving expert opinions in a ..."

Jörn Sass, Dorothee Westphal, Ralf Wunderlich (2021)

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DOI: 10.1017/JPR.2020.82

access: closed

type: Journal Article

metadata version: 2023-08-28

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Jörn Sass, Dorothee Westphal, Ralf Wunderlich:
Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift. J. Appl. Probab. 58(1): 197-216 (2021)

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