Closed-form approximations in multi-asset market making P Bergault, D Evangelista, O Guéant, D Vieira arXiv preprint arXiv:1810.04383, 2018 | 29 | 2018 |
First-order, stationary mean-field games with congestion D Evangelista, R Ferreira, DA Gomes, L Nurbekyan, V Voskanyan Nonlinear Analysis 173, 37-74, 2018 | 28 | 2018 |
On the existence of solutions for stationary mean-field games with congestion D Evangelista, DA Gomes Journal of Dynamics and Differential Equations 30, 1365-1388, 2018 | 24 | 2018 |
On finite population games of optimal trading D Evangelista, Y Thamsten arXiv preprint arXiv:2004.00790, 2020 | 20* | 2020 |
Optimal inventory management and order book modeling N Baradel, B Bouchard, D Evangelista, O Mounjid ESAIM: Proceedings and Surveys 65, 145-181, 2019 | 16 | 2019 |
Radially symmetric mean-field games with congestion D Evangelista, DA Gomes, L Nurbekyan 2017 IEEE 56th Annual Conference on Decision and Control (CDC), 3158-3163, 2017 | 13 | 2017 |
Existence of positive solutions for an approximation of stationary mean-field games N Almayouf, E Bachini, A Chapouto, R Ferreira, D Gomes, D Jordão, ... Involve, a Journal of Mathematics 10 (3), 473-493, 2016 | 10 | 2016 |
Price formation in financial markets: a game-theoretic perspective D Evangelista, Y Saporito, Y Thamsten arXiv preprint arXiv:2202.11416, 2022 | 8 | 2022 |
Approximately optimal trade execution strategies under fast mean-reversion D Evangelista, Y Thamsten arXiv preprint arXiv:2307.07024, 2023 | 2 | 2023 |
Uma análise do risco de fundos de ações brasileiros em 2020 (An Analysis of the Risk of Brazilian Equity Funds in 2020) D Evangelista, Y Saporito, R Targino Available at SSRN 3825680, 2021 | | 2021 |
Stationary Mean-Field Games with Congestion D Evangelista | | 2019 |