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Publications Rüdiger Frey

Preprints: 
  • Colaneri, Katia, Eksi, Zehra, Frey, Rüdiger, Szölgyenyi, Michaela: Shall I Sell or Shall I Wait? Optimal Liquidation under Partial Information with Price Impact. arXiv:1606.05079

Contributions to refereed journals:
Contributions to books:
Older working papers:
Selected conference presentations: