Access Statistics for Olivier Guéant

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A convex duality method for optimal liquidation with participation constraints 0 0 0 0 0 0 6 15
Accelerated Share Repurchase and other buyback programs: what neural networks can bring 0 0 0 3 1 3 16 45
Accelerated Share Repurchase and other buyback programs: what neural networks can bring 0 0 0 10 0 1 7 34
Accelerated Share Repurchase: pricing and execution strategy 0 0 0 0 0 0 6 50
Accelerated share repurchase and other buyback programs: what neural networks can bring 0 0 0 0 0 1 5 12
Accelerated share repurchase and other buyback programs: what neural networks can bring 0 0 0 0 0 0 6 16
Agents' Behavior on Multi-Dealer-to-Client Bond Trading Platforms 2 2 4 47 2 2 10 135
Algorithmic Market Making in Spot Precious Metals 0 0 0 0 1 1 11 24
Algorithmic Market Making in Spot Precious Metals 0 0 0 0 0 2 30 55
Algorithmic market making for options 0 0 0 0 0 0 25 37
Algorithmic market making for options 0 0 0 0 0 36 67 82
Algorithmic market making in dealer markets with hedging and market impact 0 0 0 0 0 1 8 11
Algorithmic market making in dealer markets with hedging and market impact 0 0 0 0 6 12 39 53
Algorithmic market making in dealer markets with hedging and market impact 0 0 0 0 0 0 9 14
Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions 0 0 0 0 0 0 10 15
Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions 0 0 0 0 0 0 9 13
Closed-form Approximations in Multi-asset Market Making 0 0 0 1 0 2 18 21
Closed-form Approximations in Multi-asset Market Making 0 0 0 0 0 2 10 18
Computational methods for market making algorithms 0 0 0 4 1 2 8 16
Dealing with multi-currency inventory risk in FX cash markets 0 0 0 0 0 0 5 11
Dealing with multi-currency inventory risk in FX cash markets 0 0 0 0 0 0 2 19
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 1 0 4 50 226
Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality 0 0 0 0 0 0 5 8
Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality 0 0 0 0 1 1 6 13
Ecological intuition versus economic "reason" 0 0 0 0 0 0 8 13
Ecological intuition versus economic "reason" 0 0 0 7 1 2 5 23
Ecological intuition versus economic "reason" 0 0 0 0 1 1 6 12
Ecological intuition versus economic "reason" 0 0 0 27 0 0 9 84
Execution and block trade pricing with optimal constant rate of participation 0 0 0 0 0 1 11 21
Expected Shortfall and optimal hedging payoff 0 0 0 0 0 0 7 7
Expected Shortfall and optimal hedging payoff 0 0 0 0 0 0 10 14
Factor Risk Budgeting and Beyond 0 0 0 0 0 0 8 12
Factor Risk Budgeting and Beyond 0 0 0 0 0 2 5 9
General Intensity Shapes in Optimal Liquidation 0 0 0 0 1 1 8 16
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control 0 0 0 0 1 4 12 17
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control 0 0 0 0 1 1 8 12
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control 0 0 0 0 0 1 6 16
Mean Field Games and Applications 1 1 2 2 1 2 12 111
Mean Field Games and Oil Production 0 0 0 0 1 1 23 292
Mid-Price Estimation for European Corporate Bonds: A Particle Filtering Approach 0 0 0 0 0 0 3 5
Mid-Price Estimation for European Corporate Bonds: A Particle Filtering Approach 0 0 0 0 0 0 6 7
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics 0 0 0 0 0 0 8 9
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics 0 0 0 0 0 0 9 21
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 0 5 26
Optimal control on graphs: existence, uniqueness, and long-term behavior 0 0 0 5 0 1 4 9
Optimal control on graphs: existence, uniqueness, and long-term behavior 0 0 0 1 0 0 4 7
Optimal execution and block trade pricing: a general framework 0 0 0 0 1 2 5 18
Optimal execution of ASR contracts with fixed notional 0 0 0 0 1 1 4 16
Optimal execution of accelerated share repurchase contracts with fixed notional 0 0 0 0 0 1 9 25
Optimal execution of accelerated share repurchase contracts with fixed notional 0 0 0 0 1 2 9 13
Optimal execution of accelerated share repurchase contracts with fixed notional 0 0 0 0 1 2 11 22
Optimal market making 0 0 0 1 0 2 14 55
Optimal market making 0 0 0 0 0 3 14 41
Optimal market making 0 0 0 0 1 1 27 47
Option pricing and hedging with execution costs and market impact 0 0 0 0 1 2 28 41
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty 0 0 0 0 1 1 7 14
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty 0 0 1 1 0 0 8 11
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity 0 0 0 0 0 1 11 15
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity 0 0 0 0 1 1 11 14
Recipes for hedging exotics with illiquid vanillas 0 0 0 0 0 1 11 20
Reinforcement Learning for Algorithmic Trading 0 0 0 0 0 0 15 29
Risk Budgeting portfolios: Existence and computation 0 0 0 0 1 1 6 8
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 1 1 2 11 18
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 0 0 0 8 13
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 0 0 1 5 8
Size matters for OTC market makers: general results and dimensionality reduction techniques 0 0 0 3 0 2 11 35
Size matters for OTC market makers: general results and dimensionality reduction techniques 0 0 0 1 0 1 4 27
Stochastic Algorithms for Advanced Risk Budgeting 0 0 0 0 0 0 5 14
Stochastic Algorithms for Advanced Risk Budgeting 0 0 0 0 0 0 6 27
The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making 0 0 0 0 10 36 156 573
The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms 0 0 0 0 0 0 6 34
The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms 0 1 1 19 1 4 13 84
The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms 0 0 0 0 2 4 7 17
The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms 0 0 0 0 3 3 6 15
Tournament-induced risk-shifting: A mean field games approach 0 0 0 0 1 3 16 31
VWAP execution and guaranteed VWAP 0 0 0 0 1 2 9 36
Total Working Papers 3 4 8 134 47 166 998 3,007
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ACCELERATED SHARE REPURCHASE: PRICING AND EXECUTION STRATEGY 0 0 0 24 0 1 10 123
Accelerated share repurchase and other buyback programs: what neural networks can bring 0 0 1 3 0 2 16 31
Algorithmic market making for options 1 2 5 14 1 2 36 70
Algorithmic market making in dealer markets with hedging and market impact 0 1 4 8 2 10 33 44
Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions 0 0 2 4 0 3 17 28
Closed-form Approximations in Multi-asset Market Making 0 0 2 5 0 1 21 38
Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality 0 0 1 10 1 2 19 68
Ecological Intuition versus Economic “Reason” 0 0 1 27 0 1 16 96
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 1 1 4 0 2 16 47
OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT 1 1 1 6 2 2 10 36
Optimal Execution and Block Trade Pricing: A General Framework 0 0 1 6 1 1 6 42
Optimal market making 1 2 12 38 2 13 86 188
Risk Budgeting portfolios: Existence and computation 1 1 3 4 2 3 14 22
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 1 5 1 2 14 31
Total Journal Articles 4 8 35 158 12 45 314 864

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Statistics updated 2026-10-11