The potential method for price-formation models. - Yuri Ashrafyan; Tigran Bakaryan; Diogo Gomes 002; Julian Gutierrez 003 (CDC, 2022)

Machine Learning Architectures for Price Formation Models with Common Noise. - Diogo Gomes 002; Julian Gutierrez 003; Mathieu Laurière (CDC, 2023)

A Random-Supply Mean Field Game Price Model. - Diogo Gomes 002; Julian Gutierrez 003; Ricardo Ribeiro (SIAM J. Financial Math., 2023)