"On Parametric Optimal Execution and Machine Learning Surrogates."

Tao Chen, Mike Ludkovski, Moritz Voß (2022)

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DOI: 10.48550/ARXIV.2204.08581

access: open

type: Informal or Other Publication

metadata version: 2022-08-02

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  - journals/corr/abs-2204-08581
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  - https://dblp.org/rec/journals/corr/abs-2204-08581
Tao Chen, Mike Ludkovski, Moritz Voß:
On Parametric Optimal Execution and Machine Learning Surrogates. CoRR abs/2204.08581 (2022)

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