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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| 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 |
Associations
- People
- Eksi-Altay, Zehra (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)