Beomsoo Park, Benjamin Van Roy. Adaptive Execution: Exploration and Learning of Price Impact. Operations Research, 63(5):1058-1076, 2015. [doi]
@article{ParkR15-4,
title = {Adaptive Execution: Exploration and Learning of Price Impact},
author = {Beomsoo Park and Benjamin Van Roy},
year = {2015},
doi = {10.1287/opre.2015.1415},
url = {http://dx.doi.org/10.1287/opre.2015.1415},
researchr = {https://researchr.org/publication/ParkR15-4},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {63},
number = {5},
pages = {1058-1076},
}