Optimal portfolio liquidation with additional information

Stefan Ankirchner1, Christophette Blanchet-Scalliet2, Anne Eyraud-Loisel3
1Institut für Mathematik, Friedrich-Schiller-Universität Jena, Jena, Germany
2Institut Camille Jordan - Ecole Centrale de Lyon, Université de Lyon - CNRS, UMR 5208, Ecully Cedex, France
3Laboratoire SAF, Université de Lyon - Université Lyon 1 - ISFA, 50 avenue Tony Garnier, 69007, Lyon, France

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