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 3 3 7 15
Accelerated Share Repurchase and other buyback programs: what neural networks can bring 0 0 0 3 0 3 11 40
Accelerated Share Repurchase and other buyback programs: what neural networks can bring 0 0 0 10 0 0 5 31
Accelerated Share Repurchase: pricing and execution strategy 0 0 0 0 3 4 8 50
Accelerated share repurchase and other buyback programs: what neural networks can bring 0 0 0 0 1 2 5 15
Accelerated share repurchase and other buyback programs: what neural networks can bring 0 0 0 0 1 1 3 10
Agents' Behavior on Multi-Dealer-to-Client Bond Trading Platforms 0 0 3 44 0 0 8 131
Algorithmic Market Making in Spot Precious Metals 0 0 0 0 3 9 37 49
Algorithmic Market Making in Spot Precious Metals 0 0 0 0 2 5 12 22
Algorithmic market making for options 0 0 0 0 2 8 25 37
Algorithmic market making for options 0 0 0 0 2 7 18 28
Algorithmic market making in dealer markets with hedging and market impact 0 0 0 0 1 2 5 8
Algorithmic market making in dealer markets with hedging and market impact 0 0 0 0 6 20 28 37
Algorithmic market making in dealer markets with hedging and market impact 0 0 0 0 5 6 9 14
Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions 0 0 0 0 1 3 10 13
Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions 0 0 0 0 2 4 10 12
Closed-form Approximations in Multi-asset Market Making 0 0 0 0 4 5 9 16
Closed-form Approximations in Multi-asset Market Making 0 0 0 1 6 9 17 19
Computational methods for market making algorithms 0 0 2 4 1 2 9 14
Dealing with multi-currency inventory risk in FX cash markets 0 0 0 0 0 1 5 10
Dealing with multi-currency inventory risk in FX cash markets 0 0 0 0 0 0 3 19
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 1 2 9 48 217
Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality 0 0 0 0 0 1 5 8
Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality 0 0 0 0 4 4 6 12
Ecological intuition versus economic "reason" 0 0 0 7 2 2 2 20
Ecological intuition versus economic "reason" 0 0 0 0 1 3 6 11
Ecological intuition versus economic "reason" 0 0 0 27 3 5 9 84
Ecological intuition versus economic "reason" 0 0 0 0 2 4 8 13
Execution and block trade pricing with optimal constant rate of participation 0 0 0 0 3 4 10 20
Expected Shortfall and optimal hedging payoff 0 0 0 0 3 4 6 6
Expected Shortfall and optimal hedging payoff 0 0 0 0 4 5 10 14
Factor Risk Budgeting and Beyond 0 0 0 0 1 2 10 12
Factor Risk Budgeting and Beyond 0 0 0 0 1 3 3 7
General Intensity Shapes in Optimal Liquidation 0 0 0 0 0 2 8 15
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control 0 0 0 0 2 3 9 12
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control 0 0 0 0 0 1 7 15
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control 0 0 0 0 1 3 5 8
Mean Field Games and Applications 0 0 1 1 2 4 18 108
Mean Field Games and Oil Production 0 0 0 0 2 7 24 289
Mid-Price Estimation for European Corporate Bonds: A Particle Filtering Approach 0 0 0 0 2 3 6 7
Mid-Price Estimation for European Corporate Bonds: A Particle Filtering Approach 0 0 0 0 1 1 4 5
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics 0 0 0 0 3 6 11 21
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics 0 0 0 0 2 2 8 9
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 1 7 26
Optimal control on graphs: existence, uniqueness, and long-term behavior 0 0 0 1 2 3 4 7
Optimal control on graphs: existence, uniqueness, and long-term behavior 0 0 0 5 0 2 3 8
Optimal execution and block trade pricing: a general framework 0 0 0 0 2 2 5 16
Optimal execution of ASR contracts with fixed notional 0 0 0 0 0 0 2 14
Optimal execution of accelerated share repurchase contracts with fixed notional 0 0 0 0 2 3 10 24
Optimal execution of accelerated share repurchase contracts with fixed notional 0 0 0 0 2 3 9 18
Optimal execution of accelerated share repurchase contracts with fixed notional 0 0 0 0 4 6 8 11
Optimal market making 0 0 0 0 5 10 22 41
Optimal market making 0 0 0 0 0 1 8 34
Optimal market making 0 0 0 1 1 2 11 49
Option pricing and hedging with execution costs and market impact 0 0 0 0 1 3 26 39
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty 0 0 0 0 0 0 7 13
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty 0 0 1 1 1 4 8 10
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity 0 0 0 0 0 1 11 14
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity 0 0 0 0 0 2 6 9
Recipes for hedging exotics with illiquid vanillas 0 0 0 0 1 4 12 19
Reinforcement Learning for Algorithmic Trading 0 0 0 0 1 3 21 27
Risk Budgeting portfolios: Existence and computation 0 0 0 0 1 2 6 7
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 1 4 4 8 15
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 0 2 2 5 7
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 0 5 5 11 13
Size matters for OTC market makers: general results and dimensionality reduction techniques 0 0 0 3 1 1 10 31
Size matters for OTC market makers: general results and dimensionality reduction techniques 0 0 0 1 0 1 4 25
Stochastic Algorithms for Advanced Risk Budgeting 0 0 0 0 0 2 4 25
Stochastic Algorithms for Advanced Risk Budgeting 0 0 0 0 1 1 6 14
The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making 0 0 0 0 10 41 135 517
The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms 0 0 2 18 2 2 10 77
The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms 0 0 0 0 1 1 3 12
The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms 0 0 0 0 1 1 6 33
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 2 4 13
Tournament-induced risk-shifting: A mean field games approach 0 0 0 0 6 7 13 28
VWAP execution and guaranteed VWAP 0 0 0 0 2 4 6 33
Total Working Papers 0 0 9 129 144 298 878 2,732
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 1 1 10 122
Accelerated share repurchase and other buyback programs: what neural networks can bring 0 0 2 3 0 0 15 28
Algorithmic market making for options 1 2 3 12 5 14 24 57
Algorithmic market making in dealer markets with hedging and market impact 0 0 2 5 5 6 21 29
Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions 1 1 2 3 5 5 18 23
Closed-form Approximations in Multi-asset Market Making 0 0 3 4 2 7 21 33
Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality 0 0 0 9 2 4 14 61
Ecological Intuition versus Economic “Reason” 0 1 1 27 2 7 14 94
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 3 1 2 14 44
OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT 0 0 0 5 2 2 9 34
Optimal Execution and Block Trade Pricing: A General Framework 0 0 2 6 0 1 8 41
Optimal market making 2 5 12 33 8 40 82 162
Risk Budgeting portfolios: Existence and computation 0 1 2 3 2 4 11 17
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 4 2 5 10 26
Total Journal Articles 4 10 29 141 37 98 271 771

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Statistics updated 2026-05-06