Items where Author is "Zabaljauregui, Diego"

Number of items: 2.
  • Optimal market making under partial information with general intensities. Campi, Luciano; Zabaljauregui, Diego picture_as_pdf
  • A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games. Zabaljauregui, Diego picture_as_pdf