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.
BibTeX
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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 |
Associations
- People
- Eksi-Altay, Zehra (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)