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Items where Author is "Zabaljauregui, Diego"

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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

This list was generated on Mon Dec 4 16:58:21 2023 GMT.