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 0 2 13 42
Accelerated Share Repurchase and other buyback programs: what neural networks can bring 0 0 0 10 0 2 7 33
Accelerated Share Repurchase: pricing and execution strategy 0 0 0 0 0 0 8 50
Accelerated share repurchase and other buyback programs: what neural networks can bring 0 0 0 0 1 2 5 12
Accelerated share repurchase and other buyback programs: what neural networks can bring 0 0 0 0 0 1 6 16
Agents' Behavior on Multi-Dealer-to-Client Bond Trading Platforms 0 1 4 45 0 2 10 133
Algorithmic Market Making in Spot Precious Metals 0 0 0 0 0 1 11 23
Algorithmic Market Making in Spot Precious Metals 0 0 0 0 1 5 34 54
Algorithmic market making for options 0 0 0 0 0 9 27 37
Algorithmic market making for options 0 0 0 0 2 11 35 48
Algorithmic market making in dealer markets with hedging and market impact 0 0 0 0 0 0 9 14
Algorithmic market making in dealer markets with hedging and market impact 0 0 0 0 3 7 32 44
Algorithmic market making in dealer markets with hedging and market impact 0 0 0 0 0 2 7 10
Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions 0 0 0 0 0 2 10 15
Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions 0 0 0 0 0 1 9 13
Closed-form Approximations in Multi-asset Market Making 0 0 0 0 0 0 8 16
Closed-form Approximations in Multi-asset Market Making 0 0 0 1 0 0 17 19
Computational methods for market making algorithms 0 0 1 4 0 0 8 14
Dealing with multi-currency inventory risk in FX cash markets 0 0 0 0 0 0 3 19
Dealing with multi-currency inventory risk in FX cash markets 0 0 0 0 0 1 5 11
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 1 2 7 51 224
Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality 0 0 0 0 0 0 6 12
Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality 0 0 0 0 0 0 5 8
Ecological intuition versus economic "reason" 0 0 0 27 0 0 9 84
Ecological intuition versus economic "reason" 0 0 0 7 1 2 4 22
Ecological intuition versus economic "reason" 0 0 0 0 0 0 8 13
Ecological intuition versus economic "reason" 0 0 0 0 0 0 6 11
Execution and block trade pricing with optimal constant rate of participation 0 0 0 0 0 0 10 20
Expected Shortfall and optimal hedging payoff 0 0 0 0 0 1 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 10 12
Factor Risk Budgeting and Beyond 0 0 0 0 0 0 3 7
General Intensity Shapes in Optimal Liquidation 0 0 0 0 0 0 7 15
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control 0 0 0 0 1 2 9 14
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control 0 0 0 0 0 0 6 15
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control 0 0 0 0 0 3 7 11
Mean Field Games and Applications 0 0 1 1 1 2 13 110
Mean Field Games and Oil Production 0 0 0 0 0 2 25 291
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 10 21
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics 0 0 0 0 0 0 8 9
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 1 0 0 4 7
Optimal control on graphs: existence, uniqueness, and long-term behavior 0 0 0 5 1 1 4 9
Optimal execution and block trade pricing: a general framework 0 0 0 0 1 1 4 17
Optimal execution of ASR contracts with fixed notional 0 0 0 0 0 1 3 15
Optimal execution of accelerated share repurchase contracts with fixed notional 0 0 0 0 0 0 7 11
Optimal execution of accelerated share repurchase contracts with fixed notional 0 0 0 0 1 1 9 25
Optimal execution of accelerated share repurchase contracts with fixed notional 0 0 0 0 1 3 10 21
Optimal market making 0 0 0 0 2 6 13 40
Optimal market making 0 0 0 1 1 5 15 54
Optimal market making 0 0 0 0 0 5 26 46
Option pricing and hedging with execution costs and market impact 0 0 0 0 0 0 26 39
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty 0 0 1 1 0 1 8 11
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty 0 0 0 0 0 0 7 13
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity 0 0 0 0 0 4 10 13
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity 0 0 0 0 1 1 11 15
Recipes for hedging exotics with illiquid vanillas 0 0 0 0 0 0 11 19
Reinforcement Learning for Algorithmic Trading 0 0 0 0 0 2 18 29
Risk Budgeting portfolios: Existence and computation 0 0 0 0 0 0 5 7
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 0 0 0 5 7
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 1 0 1 9 16
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 0 0 0 10 13
Size matters for OTC market makers: general results and dimensionality reduction techniques 0 0 0 1 0 1 4 26
Size matters for OTC market makers: general results and dimensionality reduction techniques 0 0 0 3 1 3 10 34
Stochastic Algorithms for Advanced Risk Budgeting 0 0 0 0 0 2 6 27
Stochastic Algorithms for Advanced Risk Budgeting 0 0 0 0 0 0 6 14
The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making 0 0 0 0 10 30 140 547
The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms 1 1 2 19 2 5 14 82
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 4 14
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 6 34
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 3 12
Tournament-induced risk-shifting: A mean field games approach 0 0 0 0 0 0 13 28
VWAP execution and guaranteed VWAP 0 0 0 0 0 1 7 34
Total Working Papers 1 2 9 131 34 143 926 2,875
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 0 9 122
Accelerated share repurchase and other buyback programs: what neural networks can bring 0 0 1 3 1 2 16 30
Algorithmic market making for options 1 1 4 13 1 12 36 69
Algorithmic market making in dealer markets with hedging and market impact 1 3 5 8 4 9 29 38
Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions 0 1 2 4 2 4 18 27
Closed-form Approximations in Multi-asset Market Making 0 1 3 5 0 4 22 37
Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality 0 1 1 10 1 6 19 67
Ecological Intuition versus Economic “Reason” 0 0 1 27 1 2 16 96
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 1 1 1 4 2 3 16 47
OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT 0 0 0 5 0 0 9 34
Optimal Execution and Block Trade Pricing: A General Framework 0 0 1 6 0 0 5 41
Optimal market making 1 4 13 37 5 18 88 180
Risk Budgeting portfolios: Existence and computation 0 0 2 3 0 2 12 19
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 1 1 5 0 3 13 29
Total Journal Articles 4 13 35 154 17 65 308 836

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07