Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829)
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scientific article; zbMATH DE number 7706916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal liquidation through a limit order book: a neural network and simulation approach |
scientific article; zbMATH DE number 7706916 |
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Optimal liquidation through a limit order book: a neural network and simulation approach (English)
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4 July 2023
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stochastic control problem
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optimal liquidation
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limit order books
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neural networks
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