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Yuri Thamsten
Title
Cited by
Cited by
Year
On finite population games of optimal trading
D Evangelista, Y Thamsten
arXiv preprint arXiv:2004.00790, 2020
22*2020
Price formation in financial markets: a game-theoretic perspective
D Evangelista, Y Saporito, Y Thamsten
arXiv preprint arXiv:2202.11416, 2022
72022
Optimal trading in automatic market makers with deep learning
S Jaimungal, Y Saporito, MO Souza, Y Thamsten
Available at SSRN, 2023
62023
Local null controllability of a class of non-Newtonian incompressible viscous fluids
P Carvalho, J Lımaco, D Menezes, Y Thamsten
Evolution Equations & Control Theory 11 (4), 2022
32022
On regularized optimal execution problems and their singular limits
MO Souza, Y Thamsten
Applied Mathematical Finance 29 (2), 79-109, 2022
32022
Local null controllability of a quasi-linear system and related numerical experiments
E Fernández-Cara, J Límaco, Y Thamsten, D Menezes
ESAIM: Control, Optimisation and Calculus of Variations 29, 27, 2023
22023
Approximately optimal trade execution strategies under fast mean-reversion
D Evangelista, Y Thamsten
arXiv preprint arXiv:2307.07024, 2023
12023
On Pareto equilibria for bi-objective diffusive optimal control problems
PP de Carvalho, E Fernández-Cara, J Límaco, D Menezes, Y Thamsten
arXiv preprint arXiv:2307.04845, 2023
2023
A mathematical framework for dynamical social interactions with dissimulation
YF Saporito, MO Souza, Y Thamsten
Journal of Nonlinear Science 33 (1), 18, 2023
2023
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