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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Status of publication | Published |
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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 |