Optimal liquidation under partial information with price impact

Katia Colaneri, Zehra Eksi-Altay, Rüdiger Frey, Michaela Szölgyenyi

Publication: Working/Discussion PaperWorking Paper/Preprint

Original languageEnglish
Publication statusPublished - 2016

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101024 Probability theory
  • 101007 Financial mathematics

Cite this