Zabaljauregui, Diego

Number of items: 3.
Economics
  • Zabaljauregui, Diego (2020). A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games. Applied Mathematics and Optimization, https://doi.org/10.1007/s00245-020-09694-z picture_as_pdf
  • Campi, Luciano, Zabaljauregui, Diego (2020). Optimal market making under partial information with general intensities. Applied Mathematical Finance, 27(1-2), 1 - 45. https://doi.org/10.1080/1350486X.2020.1758587 picture_as_pdf
    • Statistics
  • Campi, Luciano, Zabaljauregui, Diego (2020). Optimal market making under partial information with general intensities. Applied Mathematical Finance, 27(1-2), 1 - 45. https://doi.org/10.1080/1350486X.2020.1758587 picture_as_pdf
  • Zabaljauregui, Diego (2019). Optimal market making under partial information and numerical methods for impulse control games with applications [Doctoral thesis]. London School of Economics and Political Science.