Frey, Rüdiger. 2016. Shall I sell or shall I wait: optimal liquidation under partial information with market impact. Nachwuchstagung der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik, Schloss Reisensburg, Günzburg, Deutschland, 23.09. Invited Talk
BibTeX
Tags
Press 'enter' for creating the tagPublication'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 | Nachwuchstagung der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik, Schloss Reisensburg |
Year | 2016 |
Date | 23.09. |
Country | Germany |
Location | Günzburg |
Invited Talk | Y |