Quotation 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

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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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