Quotation Eksi-Altay, Zehra. 2016. Shall I sell or shall I wait: Optimal liquidation under partial information with price impact. Vienna Congress on Mathematical Finance - VCMF 2016, Vienna, Austria, 12.09-14.09.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Shall I sell or shall I wait: Optimal liquidation under partial information with price impact.
Event Vienna Congress on Mathematical Finance - VCMF 2016
Year 2016
Date 12.09-14.09
Country Austria
Location Vienna

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Eksi-Altay, Zehra (Details)
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Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
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