Shall I sell or shall I wait? Optimal liquidation under partial information with price impact

Activity: Talk or presentation › Science to science

Period19 Jun 2017 → 23 Jun 2017
Event title8th General AMaMeF Conference on Mathematical Finance
Event typeUnkonwn
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101007 Financial mathematics
  • 101024 Probability theory