A limit order book model for latency arbitrage

von Cohen, Samuel N.
Veröffentlicht in Mathematics and financial economics (2012)

Identifiability in inverse reinforcement learning

von Cao, Haoyang
Veröffentlicht in NeurIPS (35. : 2021 : Online) 35th Conference on Neural Information Processing Systems (NeurIPS 2021) ; Volume 15 of 36 (2022)

Robust pricing and hedging via neural stochastic differential equations

von Gierjatowicz, Patrick
Veröffentlicht in The journal of computational finance (2022)