Optimal order execution under price impact: A hybrid model
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Cited by:
- Yadh Hafsi & Edoardo Vittori, 2024. "Optimal Execution with Reinforcement Learning," Papers 2411.06389, arXiv.org.
- Meng Wang & Tai-Ho Wang, 2023. "Relative entropy-regularized robust optimal order execution," Papers 2311.06476, arXiv.org, revised Sep 2024.
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