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Dorothee Westphal
ORCID
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Arrival Rate
Diffusion Approximations
Heavy Traffic
Expert Opinions
Top Venues
J. Appl. Probab.
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Publications
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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) (2021)