@article{onparametricoptimalexecutionandmachine,
  title = {On Parametric Optimal Execution and Machine Learning Surrogates},
  author = {Tao Chen and Mike Ludkovski and Moritz Voß},
  year = {2022},
  eprint = {2204.08581},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2204.08581v3},
}