Gabih, Abdelali
- Asymptotic Filter Behavior for High-Frequency Expert Opinions in a\n Market with Gaussian Drift
2018/12/09 by Abdelali Gabih, Gabih, Abdelali, Hakam Kondakji +3 · 1 citation
Economics, Econometrics and Finance · #60G35 (Secondary) #93E11 (Primary) 60F17 #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Portfolio Management (q-fin.PM) #Stochastic processes and financial applications