Diego Zabaljauregui
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Person:2232774
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games Applied Mathematics and Optimization | 2021-10-08 | Paper |
| Optimal market making under partial information with general intensities Applied Mathematical Finance | 2020-10-20 | Paper |
| A policy iteration algorithm for nonzero-sum stochastic impulse games ESAIM: Proceedings and Surveys | 2019-07-11 | Paper |
Research outcomes over time
This page was built for person: Diego Zabaljauregui
