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Olivier Gu\'eant

Identifiers

  • name variant Olivier Gu\'eant 0.60 · backfill

Papers (20)

  1. Optimal Quoting under Adverse Selection and Price Reading q-fin.TR · 2025 · author #3
  2. Mid-price estimation for European corporate bonds: a particle filtering approach q-fin.TR · 2018 · author #1
  3. Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty q-fin.PM · 2016 · author #2
  4. Optimal market making q-fin.TR · 2016 · author #1
  5. Optimal Real-Time Bidding Strategies math.OC · 2015 · author #2
  6. The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms q-fin.ST · 2015 · author #2
  7. Optimal execution of ASR contracts with fixed notional q-fin.TR · 2014 · author #1
  8. A convex duality method for optimal liquidation with participation constraints q-fin.TR · 2014 · author #1
  9. Accelerated Share Repurchase: pricing and execution strategy q-fin.TR · 2013 · author #1
  10. Option pricing and hedging with execution costs and market impact q-fin.TR · 2013 · author #1
  11. VWAP execution and guaranteed VWAP q-fin.TR · 2013 · author #1
  12. Permanent market impact can be nonlinear q-fin.TR · 2013 · author #1
  13. Execution and block trade pricing with optimal constant rate of participation q-fin.TR · 2012 · author #1
  14. Optimal execution and block trade pricing: a general framework q-fin.TR · 2012 · author #1
  15. General Intensity Shapes in Optimal Liquidation q-fin.TR · 2012 · author #1
  16. Existence and uniqueness result for mean field games with congestion effect on graphs math.OC · 2011 · author #1
  17. From infinity to one: The reduction of some mean field games to a global control problem math.OC · 2011 · author #1
  18. Optimal Portfolio Liquidation with Limit Orders q-fin.TR · 2011 · author #1
  19. Mean field games equations with quadratic Hamiltonian: a specific approach math.NA · 2011 · author #1
  20. Dealing with the Inventory Risk. A solution to the market making problem q-fin.TR · 2011 · author #1

Mentions

  • 2508.20225 #3 · arxiv_oai · confidence 0.70 Olivier Gu\'eant
  • 1511.08409 #2 · backfill · confidence 0.70 Olivier Gu\'eant
  • 1511.07773 #2 · backfill · confidence 0.70 Olivier Gu\'eant
  • 1106.3279 #1 · arxiv_oai · confidence 0.70 Olivier Gu\'eant
  • 1106.3269 #1 · arxiv_oai · confidence 0.70 Olivier Gu\'eant
  • 1410.1481 #1 · backfill · confidence 0.70 Olivier Gu\'eant
  • 1407.4614 #1 · backfill · confidence 0.70 Olivier Gu\'eant
  • 1312.5617 #1 · backfill · confidence 0.70 Olivier Gu\'eant
  • 1311.4342 #1 · backfill · confidence 0.70 Olivier Gu\'eant
  • 1306.2832 #1 · backfill · confidence 0.70 Olivier Gu\'eant
  • 1305.0413 #1 · backfill · confidence 0.70 Olivier Gu\'eant
  • 1210.7608 #1 · backfill · confidence 0.70 Olivier Gu\'eant
  • 1210.6372 #1 · backfill · confidence 0.70 Olivier Gu\'eant
  • 1204.0148 #1 · backfill · confidence 0.70 Olivier Gu\'eant
  • 1110.3442 #1 · backfill · confidence 0.70 Olivier Gu\'eant
  • 1110.3441 #1 · backfill · confidence 0.70 Olivier Gu\'eant
  • 1106.3279 #1 · backfill · confidence 0.70 Olivier Gu\'eant
  • 1106.3269 #1 · backfill · confidence 0.70 Olivier Gu\'eant
  • 1105.3115 #1 · backfill · confidence 0.70 Olivier Gu\'eant

Frequent Coauthors