London , WC2A 2AE
United Kingdom
London School of Economics & Political Science (LSE)
Market Making, High-Frequency Trading, Algorithmic Trading, Stochastic Optimal Control, Hidden Markov Model, Stochastic Filtering, Viscosity Solutions, Piecewise-Deterministic Markov Processes
Stochastic Differential Games, Nonzero-Sum Games, Impulse Control, Nash Equilibrium, Quasi-Variational Inequality, Howard’s Algorithm, Fixed Point Policy Iteration, Weakly Chained Diagonally Dominant Matrix
Stochastic Impulse Game, Nonzero-Sum Game, Nash Equilibrium, Policy Iteration, Howard’s Algorithm, Quasi-Variational Inequality, Stochastic Impulse Control
Market making, high-frequency trading, stochastic control, stochastic filtering, viscosity solutions, piecewise-deterministic Markov processes, stochastic differential games, impulse control, Nash equilibrium, quasi-variational inequality, policy iteration, weakly chained diagonally dominant matrix
