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On an Irreversible Investment Problem with Two-Factor Uncertainty. (2021). Ferrari, Giorgio ; Dammann, Felix.
In: Papers.
RePEc:arx:papers:2103.08258.

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  1. Optimal execution with multiplicative price impact and incomplete information on the return. (2023). Ferrari, Giorgio ; Dammann, Felix.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:27:y:2023:i:3:d:10.1007_s00780-023-00508-y.

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  2. Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return. (2022). Ferrari, Giorgio ; Dammann, Felix.
    In: Center for Mathematical Economics Working Papers.
    RePEc:bie:wpaper:663.

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  3. Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return. (2022). Ferrari, Giorgio ; Dammann, Felix.
    In: Papers.
    RePEc:arx:papers:2202.10414.

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  4. Investment Decisions with Two-Factor Uncertainty. (2021). Kort, Peter ; Compernolle, Tine ; Lavrutich, Maria ; Nunes, Claudia.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:534-:d:674627.

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