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
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| English | Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift |
scientific article; zbMATH DE number 7686816 |
Statements
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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0.9668896794319152
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0.8763569593429565
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0.8363427519798279
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0.8020299077033997
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0.7826298475265503
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