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~isPartOf:"Applied mathematical finance"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Electronic trading
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Elektronisches Handelssystem
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optimal execution
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stochastic optimal control
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Applied mathematical finance
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Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
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2
Double Deep Q-Learning for optimal execution
Ning, Brian
;
Lin, Franco Ho Ting
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
28
(
2021
)
4
,
pp. 361-380
Persistent link: https://www.econbiz.de/10013411703
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