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David Evangelista
Tytuł
Cytowane przez
Cytowane przez
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Closed-form approximations in multi-asset market making
P Bergault, D Evangelista, O Guéant, D Vieira
arXiv preprint arXiv:1810.04383, 2018
372018
First-order, stationary mean-field games with congestion
D Evangelista, R Ferreira, DA Gomes, L Nurbekyan, V Voskanyan
Nonlinear Analysis 173, 37-74, 2018
312018
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
242018
On finite population games of optimal trading
D Evangelista, Y Thamsten
arXiv preprint arXiv:2004.00790, 2020
21*2020
Optimal inventory management and order book modeling
N Baradel, B Bouchard, D Evangelista, O Mounjid
ESAIM: Proceedings and Surveys 65, 145-181, 2019
152019
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
142017
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
112016
Price formation in financial markets: a game-theoretic perspective
D Evangelista, Y Saporito, Y Thamsten
arXiv preprint arXiv:2202.11416, 2022
102022
Approximately optimal trade execution strategies under fast mean-reversion
D Evangelista, Y Thamsten
arXiv preprint arXiv:2307.07024, 2023
22023
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
On the Existence of Solutions
D Evangelista, DA Gomes
Journal of Dynamics and Differential Equations, 2017
2017
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