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

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math.PR2021

On Z-mean reflected BSDEs

Joffrey Derchu, Thibaut Mastrolia

In this paper we provide conditions for the existence of supersolutions to BSDEs with mean-reflections on the component. We show that, contrary to BSDEs with mean-reflections o…