Quotation Eksi-Altay, Zehra. 2017. Shall I sell or shall I wait? Optimal liquidation under partial information with price impact. 8th General AMaMeF Conference on Mathematical Finance, Amsterdam, Netherlands, 19.06-23.06.


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Status of publication Published
Affiliation External
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 price impact
Event 8th General AMaMeF Conference on Mathematical Finance
Year 2017
Date 19.06-23.06
Country Netherlands
Location Amsterdam

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Eksi-Altay, Zehra (Details)
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Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
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