Hultin, H., Hult, H., Proutiere, A., Samama, S., & Tarighati, A. (2024). A Deterministic Policy Gradient Method for Order Execution and Option Hedging in the Presence of Market Impact. Journal of Financial Data Science, 6(3), 81. https://doi.org/10.3905/jfds.2024.1.164
Chicago Style (17th ed.) CitationHultin, Hanna, Henrik Hult, Alexandre Proutiere, Samuel Samama, and Ala Tarighati. "A Deterministic Policy Gradient Method for Order Execution and Option Hedging in the Presence of Market Impact." Journal of Financial Data Science 6, no. 3 (2024): 81. https://doi.org/10.3905/jfds.2024.1.164.
MLA (9th ed.) CitationHultin, Hanna, et al. "A Deterministic Policy Gradient Method for Order Execution and Option Hedging in the Presence of Market Impact." Journal of Financial Data Science, vol. 6, no. 3, 2024, p. 81, https://doi.org/10.3905/jfds.2024.1.164.