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

Alexandre F. Roch

Publication date: 4 July 2023

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)






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