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20192024
most citedMarket making and incentives design in the presence of a dark pool: a deep reinforcement learning approach

8 citations · 12 across the 14 of their papers we have counts for

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q-fin.PR2024

Dispensing with optimal control: a new approach for the pricing and management of share buyback contracts

Bastien Baldacci, Philippe Bergault, Olivier Guéant

This paper introduces a novel methodology for the pricing and management of share buyback contracts, overcoming the limitations of traditional optimal control methods, which freque…