Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Zabaljauregui, Diego"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 2.

Article

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 Wed Mar 27 22:22:02 2024 GMT.