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 1 9
Accelerated Share Repurchase and other buyback programs: what neural networks can bring 0 0 0 3 0 0 2 29
Accelerated Share Repurchase and other buyback programs: what neural networks can bring 0 0 0 10 0 1 3 28
Accelerated Share Repurchase: pricing and execution strategy 0 0 0 0 0 1 2 44
Accelerated share repurchase and other buyback programs: what neural networks can bring 0 0 0 0 0 1 2 8
Accelerated share repurchase and other buyback programs: what neural networks can bring 0 0 0 0 1 1 2 11
Agents' Behavior on Multi-Dealer-to-Client Bond Trading Platforms 0 1 2 43 2 3 6 127
Algorithmic Market Making in Spot Precious Metals 0 0 0 0 0 0 11 13
Algorithmic Market Making in Spot Precious Metals 0 0 0 0 5 10 32 33
Algorithmic market making for options 0 0 0 0 2 8 10 18
Algorithmic market making for options 0 0 0 0 2 10 12 24
Algorithmic market making in dealer markets with hedging and market impact 0 0 0 0 1 2 9 15
Algorithmic market making in dealer markets with hedging and market impact 0 0 0 0 0 2 2 7
Algorithmic market making in dealer markets with hedging and market impact 0 0 0 0 0 0 0 3
Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions 0 0 0 0 3 3 6 8
Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions 0 0 0 0 2 2 6 6
Closed-form Approximations in Multi-asset Market Making 0 0 0 0 0 0 3 8
Closed-form Approximations in Multi-asset Market Making 0 0 0 1 1 1 2 4
Computational methods for market making algorithms 0 0 2 4 1 2 7 10
Dealing with multi-currency inventory risk in FX cash markets 0 0 0 0 1 1 3 7
Dealing with multi-currency inventory risk in FX cash markets 0 0 0 0 0 1 2 18
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 1 4 13 24 186
Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality 0 0 0 0 0 0 1 7
Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality 0 0 0 0 0 0 2 3
Ecological intuition versus economic "reason" 0 0 0 0 0 1 1 6
Ecological intuition versus economic "reason" 0 0 0 0 0 0 2 6
Ecological intuition versus economic "reason" 0 0 0 7 0 0 1 18
Ecological intuition versus economic "reason" 0 0 0 27 0 0 0 75
Execution and block trade pricing with optimal constant rate of participation 0 0 0 0 0 0 0 10
Expected Shortfall and optimal hedging payoff 0 0 0 0 1 2 2 2
Expected Shortfall and optimal hedging payoff 0 0 0 0 0 2 2 6
Factor Risk Budgeting and Beyond 0 0 0 0 1 4 4 6
Factor Risk Budgeting and Beyond 0 0 0 0 0 0 0 4
General Intensity Shapes in Optimal Liquidation 0 0 0 0 3 4 5 12
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control 0 0 0 0 0 1 3 10
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control 0 0 0 0 0 0 3 4
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control 0 0 0 0 0 0 3 5
Mean Field Games and Applications 0 0 0 0 1 1 11 100
Mean Field Games and Oil Production 0 0 0 0 1 7 19 274
Mid-Price Estimation for European Corporate Bonds: A Particle Filtering Approach 0 0 0 0 0 0 0 1
Mid-Price Estimation for European Corporate Bonds: A Particle Filtering Approach 0 0 0 0 0 0 1 2
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics 0 0 0 0 0 3 3 4
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics 0 0 0 0 0 1 4 13
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 0 3 21
Optimal control on graphs: existence, uniqueness, and long-term behavior 0 0 0 1 0 0 0 3
Optimal control on graphs: existence, uniqueness, and long-term behavior 0 0 0 5 0 0 0 5
Optimal execution and block trade pricing: a general framework 0 0 0 0 0 0 3 13
Optimal execution of ASR contracts with fixed notional 0 0 0 0 0 0 0 12
Optimal execution of accelerated share repurchase contracts with fixed notional 0 0 0 0 0 0 3 4
Optimal execution of accelerated share repurchase contracts with fixed notional 0 0 0 0 0 1 8 12
Optimal execution of accelerated share repurchase contracts with fixed notional 0 0 0 0 0 0 9 16
Optimal market making 0 0 0 1 1 2 11 43
Optimal market making 0 0 0 0 0 2 6 22
Optimal market making 0 0 0 0 1 3 6 30
Option pricing and hedging with execution costs and market impact 0 0 0 0 0 1 2 14
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty 0 0 0 0 1 1 2 4
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty 0 0 0 0 2 4 4 10
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity 0 0 0 0 1 1 1 4
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity 0 0 0 0 0 2 3 6
Recipes for hedging exotics with illiquid vanillas 0 0 0 0 2 3 6 12
Reinforcement Learning for Algorithmic Trading 0 0 0 0 1 4 13 17
Risk Budgeting portfolios: Existence and computation 0 0 0 0 0 1 3 3
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 0 1 1 4 6
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 0 1 1 2 4
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 1 0 0 0 7
Size matters for OTC market makers: general results and dimensionality reduction techniques 0 0 0 1 0 1 2 23
Size matters for OTC market makers: general results and dimensionality reduction techniques 0 0 1 3 0 0 8 24
Stochastic Algorithms for Advanced Risk Budgeting 0 0 0 0 0 2 4 10
Stochastic Algorithms for Advanced Risk Budgeting 0 0 0 0 0 1 4 22
The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making 0 0 0 0 11 23 97 436
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 1 1 10
The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms 0 0 3 18 1 3 6 72
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 3 8 31
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 2 10
Tournament-induced risk-shifting: A mean field games approach 0 0 0 0 0 1 1 16
VWAP execution and guaranteed VWAP 0 0 0 0 1 1 1 28
Total Working Papers 0 1 8 126 57 151 437 2,134
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 3 3 5 116
Accelerated share repurchase and other buyback programs: what neural networks can bring 0 0 1 2 3 3 8 18
Algorithmic market making for options 0 0 0 9 3 8 14 41
Algorithmic market making in dealer markets with hedging and market impact 0 0 1 4 2 3 10 14
Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions 0 0 1 2 3 4 10 15
Closed-form Approximations in Multi-asset Market Making 1 2 3 4 1 3 8 19
Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality 0 0 0 9 0 3 6 52
Ecological Intuition versus Economic “Reason” 0 0 0 26 0 0 1 80
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 3 1 3 4 34
OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT 0 0 2 5 1 2 10 28
Optimal Execution and Block Trade Pricing: A General Framework 0 0 2 5 0 0 4 36
Optimal market making 1 1 11 27 2 8 46 105
Risk Budgeting portfolios: Existence and computation 1 1 2 2 1 3 6 10
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 1 4 0 1 5 17
Total Journal Articles 3 4 24 126 20 44 137 585

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Statistics updated 2025-12-06