Frey, Rüdiger. 2018. Optimal liquidation under partial information with price impact. A Symposium on Optimal Stopping, Rice University, Houston, Texas, United States/USA, 25.06.-29.06. 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	A Symposium on Optimal Stopping, Rice University
Year	2018
Date	25.06.-29.06.
Country	United States/USA
Location	Houston, Texas
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)

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