Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift (Q6044277)
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scientific article; zbMATH DE number 7686816
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift |
scientific article; zbMATH DE number 7686816 |
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Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift (English)
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17 May 2023
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diffusion approximations
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Kalman-Bucy filter
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Ornstein-Uhlenbeck process
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expert opinions
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portfolio optimization
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partial information
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