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

Activity: Talk or presentation › Science to science

Period12 Sept 2016 → 14 Sept 2016
Event titleVienna Congress on Mathematical Finance - VCMF 2016
Event typeUnknown
Degree of RecognitionNational

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101007 Financial mathematics
  • 101024 Probability theory