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A Deterministic Policy Gradient Method for Order Execution and Option Hedging in the Presence of Market Impact.

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Title: A Deterministic Policy Gradient Method for Order Execution and Option Hedging in the Presence of Market Impact.
Authors: Hultin, Hanna1 hhultin@kth.se, Hult, Henrik2 hult@kth.se, Proutiere, Alexandre3 alepro@kth.se, Samama, Samuel4 samuel.samama@seb.se, Tarighati, Ala5 ala.tarighati@seb.se
Source: Journal of Financial Data Science. Summer2024, Vol. 6 Issue 3, p81-114. 34p.
Database: Business Source Ultimate
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        Value: 10.3905/jfds.2024.1.164
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      – Code: eng
        Text: English
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        PageCount: 34
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              Text: Summer2024
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              Y: 2024
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