Items where Author is "Zabaljauregui, Diego"

Zabaljauregui, Diego (2020) A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games. Applied Mathematics and Optimization. ISSN 0095-4616

Campi, Luciano and Zabaljauregui, Diego (2020) Optimal market making under partial information with general intensities. Applied Mathematical Finance, 27 (1-2). 1 - 45. ISSN 1350-486X