Optimal liquidation through a limit order book: a neural network and simulation approach
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Publication:6164829
DOI10.1007/s11009-023-09996-zzbMath1518.91265MaRDI QIDQ6164829
Publication date: 4 July 2023
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Financial markets (91G15)
Cites Work
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