Quotation Colaneri, Katia, Eksi-Altay, Zehra, Frey, Rüdiger, Szölgyenyi, Michaela. 2016. Optimal liquidation under partial information with price impact.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title Optimal liquidation under partial information with price impact
Year 2016

Associations

People
Eksi-Altay, Zehra (Details)
Frey, Rüdiger (Details)
Szölgyenyi, Michaela (Former researcher)
External
Colaneri, Katia (University of Perugia, Italy)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
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