Modern Perspectives on Reinforcement Learning in Finance

Author:

Kolm Petter N.,Ritter Gordon

Publisher

Elsevier BV

Reference31 articles.

1. Optimal execution of portfolio transactions;Journal of Risk,2001

2. Optimal execution with nonlinear impact functions and trading-enhanced risk;Robert F Almgren;Applied mathematical finance 10.1,2003

3. The pricing of options and corporate liabilities;Fischer Black;Journal of Political Economy,1973

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