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Date
2018-02Type
- Working Paper
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
arXivPages / Article No.
Publisher
Cornell UniversitySubject
reinforcement learning; approximate dynamic programming; machine learning; market frictions; transaction costs; hedging; risk management; portfolio optimizationOrganisational unit
03845 - Teichmann, Josef / Teichmann, Josef
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Is previous version of: http://hdl.handle.net/20.500.11850/353709
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ETH Bibliography
yes
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