Estimating price impact via deep reinforcement learning
| Year of publication: |
2020
|
|---|---|
| Authors: | Cao, Yi ; Zhai, Jia |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2020, 4 (02.12.), p. 3954-3970
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2353 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012407162