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"Optimal market making under partial information and numerical methods for ..."

Diego Zabaljauregui (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-09-18

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2009-06521
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2009-06521
Diego Zabaljauregui:
Optimal market making under partial information and numerical methods for impulse control games with applications. CoRR abs/2009.06521 (2020)

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