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Monte carlo tree search for trading and hedging

Edoardo Vittori, Amarildo Likmeta, Marcello Restelli. Monte carlo tree search for trading and hedging. In Anisoara Calinescu, Lukasz Szpruch, editors, ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021. ACM, 2021. [doi]

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