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