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~isPartOf:"The journal of computational finance"
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The journal of computational finance
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An optimal control strategy for execution of large stock orders using
long
short-term
memory
networks
Papanicolaou, Andrew
;
Fu, Hao
;
Krishnamurthy, Prashanth
; …
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 37-65
Persistent link: https://www.econbiz.de/10014342063
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2
Deep learning for discrete-time hedging in incomplete markets
Fecamp, Simon
;
Mikael, Joseph
;
Warin, Xavier
- In:
The journal of computational finance
25
(
2021
)
2
,
pp. 51-85
Persistent link: https://www.econbiz.de/10012938887
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