Optimal market making under partial information and numerical methods for impulse control games with applications.

Diego Zabaljauregui

Published in: CoRR (2020)

Keyphrases

partial information
numerical methods
black scholes
incomplete information
approximation schemes
differential equations
partial differential equations
dynamic programming
raw material
cooperative
finite element method
deformable models
machine learning
level set method
multiresolution
optimal solution
multi agent