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"Optimal Liquidation of an Asset under Drift Uncertainty."

Erik Ekström, Juozas Vaicenavicius (2016)

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DOI: 10.1137/15M1033265

access: closed

type: Journal Article

metadata version: 2017-05-17

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  - https://dblp.org/rec/journals/siamfm/EkstromV16
Erik Ekström, Juozas Vaicenavicius:
Optimal Liquidation of an Asset under Drift Uncertainty. SIAM J. Financial Math. 7(1): 357-381 (2016)

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