"Market-Making and Hedging with Market Impact using Deep Reinforcement ..."

Jiayu Shi, Siu Hin Tang, Chao Zhou (2024)

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DOI: 10.1145/3677052.3698646

access: closed

type: Conference or Workshop Paper

metadata version: 2024-12-02

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Jiayu Shi, Siu Hin Tang, Chao Zhou:
Market-Making and Hedging with Market Impact using Deep Reinforcement Learning. ICAIF 2024: 652-659

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