I’m currently working on my Master’s Thesis. The basis for that is the paper Complementarities in Trading and Information Acquisition by Goldstein and Yang from 2015.

I have to derive the model, meaning that I have to come up with the joint distribution. I know how to do it but somehow I always end up with something different for the paper. And it’s not just a different representation or that I forgot to simplify at some point.

I’d really appreciate any kind of help or rather ideas for the variance-Covariance Matrix.


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