Optimal Market Making Under Partial Information and Numerical Methods for Impulse Control Games with Applications
| Year of publication: |
2020
|
|---|---|
| Authors: | Zabaljauregui, Diego |
| Publisher: |
[2020]: [S.l.] : SSRN |
| Subject: | Unvollkommene Information | Incomplete information | Spieltheorie | Game theory | Kontrolltheorie | Control theory |
| Description of contents: |
The topics treated in thi ...
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| Extent: | 1 Online-Ressource (107 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | In: Ph.D. thesis, Department of Statistics, London School of Economics and Political Science Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2019 erstellt |
| Classification: | C02 - Mathematical Methods ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; C68 - Computable General Equilibrium Models ; C73 - Stochastic and Dynamic Games ; D58 - Computable and Other Applied General Equilibrium Models ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; D83 - Search, Learning, Information and Knowledge ; D84 - Expectations; Speculations |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012842492