Quotation 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


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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 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

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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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