Frey, Rüdiger. 2017. Optimal Liquidation under partial information with price impact. 3rd Berlin-Princeton-Singapore workshop on Quantitative Finance. (Keynote lecture), Humboldt University, Berlin, Deutschland, 19.04.-22.04. Invited Talk

RIS

BibTeX

Tags

Press 'enter' for creating the tag

Publication's profile

Status of publication	Published
Affiliation	WU
Type of publication	Paper presented at an academic conference or symposium
Language	English
Title	Optimal Liquidation under partial information with price impact
Event	3rd Berlin-Princeton-Singapore workshop on Quantitative Finance. (Keynote lecture)
Year	2017
Date	19.04.-22.04.
Country	Germany
Location	Humboldt University, Berlin
Invited Talk	Y

Associations

People: Frey, Rüdiger (Details)
Organization: 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)

Google Scholar: Search