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Recent Posts
Basic Statistics and Order Book Imbalance: The Brazilian BMF&Bovespa market
Posts
Recent Publications
New closed-form approximations in multi-asset market making
Optimal inventory management and order book modelling
First order, stationary mean-field games with congestion
Radially symmetric mean-field games with congestion
Publications
On the existence of solutions for mean-field games with congestion
Existence of positive solutions for an approximation of stationary mean-field games