Quotation Frey, Rüdiger. 2016. Shall I sell or shall I wait: optimal liquidation under partial information with market impact. World Congress, Bachelier Finance Society, New York, Vereinigte Staaten/USA, 17.07.


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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 market impact
Event World Congress, Bachelier Finance Society
Year 2016
Date 17.07.
Country United States/USA
Location New York

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Frey, Rüdiger (Details)
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Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
5361 Financial management (Details)
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