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Diego Zabaljauregui
Publication Activity (10 Years)
Years Active: 2019-2020
Publications (10 Years): 2
Top Topics
Black Scholes
Multiresolution
Partial Information
Numerical Methods
Top Venues
CoRR
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Publications
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Diego Zabaljauregui
Optimal market making under partial information and numerical methods for impulse control games with applications.
CoRR
(2020)
Diego Zabaljauregui
A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse games.
CoRR
(2019)