Optimal liquidation under partial information with price impact
نویسندگان
چکیده
منابع مشابه
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* We wish to thank two anonymous referees and the participants of the CESifo Area Conference on Employment and Social Protection, June 2004 in Munich for helpful remarks. Of course, we take sole responsibility for all remaining shortcomings.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2020
ISSN: 0304-4149
DOI: 10.1016/j.spa.2019.06.004