REINFORCEMENT LEARNING FOR FINANCIAL STOCHASTIC CONTROL: OPTIMAL MARKET MAKING WITH REBATE AND OPTIMAL LIQUIDATION WITH HIDDEN ORDER
Ph.D
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2022
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/229566 |
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| Institution: | National University of Singapore |
| Language: | English |