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Costly Information, Imperfect Learning, and Information Aggregation,c and more accurate. However, all of the papers reviewed in Chap. 1, as well as the previous chapters of this study, assume — at least implicitly — that parameter estimation can be performed costlessly and therefore perfectly, and use optimal filtering theory to model the economic agents’ inference process.
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Book 2003e nience, the continuous-time paradigm has become the standard tool of anal ysis in portfolio theory and asset pricing. However, and probably because it was developed hand in hand with option pricing, in which investors‘ expecta tions were thought not to matter, continuous-time finance has for a
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978-3-642-05567-6Springer-Verlag Berlin Heidelberg 2003
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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance978-3-540-24755-5Series ISSN 1616-0533 Series E-ISSN 2195-0687
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