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

Activity: Talk or presentationScience to science

Period19 Jun 201723 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