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 8
Accelerated Share Repurchase and other buyback programs: what neural networks can bring 0 0 1 3 0 0 4 29
Accelerated Share Repurchase and other buyback programs: what neural networks can bring 0 0 0 10 0 0 1 26
Accelerated Share Repurchase: pricing and execution strategy 0 0 0 0 0 0 2 42
Accelerated share repurchase and other buyback programs: what neural networks can bring 0 0 0 0 0 0 2 7
Accelerated share repurchase and other buyback programs: what neural networks can bring 0 0 0 0 0 0 6 10
Agents' Behavior on Multi-Dealer-to-Client Bond Trading Platforms 0 0 5 41 0 0 10 123
Algorithmic Market Making in Spot Precious Metals 0 0 0 0 0 4 10 10
Algorithmic Market Making in Spot Precious Metals 0 0 0 0 1 10 13 13
Algorithmic market making for options 0 0 0 0 0 0 0 12
Algorithmic market making for options 0 0 0 0 0 0 2 10
Algorithmic market making in dealer markets with hedging and market impact 0 0 0 0 0 0 4 5
Algorithmic market making in dealer markets with hedging and market impact 0 0 0 0 1 2 5 10
Algorithmic market making in dealer markets with hedging and market impact 0 0 0 0 0 0 2 3
Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions 0 0 0 0 0 0 2 3
Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions 0 0 0 0 0 0 2 2
Closed-form Approximations in Multi-asset Market Making 0 0 1 1 0 0 1 2
Closed-form Approximations in Multi-asset Market Making 0 0 0 0 0 0 3 7
Computational methods for market making algorithms 0 0 2 2 0 2 5 5
Dealing with multi-currency inventory risk in FX cash markets 0 0 0 0 0 0 1 5
Dealing with multi-currency inventory risk in FX cash markets 0 0 0 0 0 0 4 16
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 1 1 3 12 170
Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality 0 0 0 0 0 0 1 6
Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality 0 0 0 0 0 1 2 3
Ecological intuition versus economic "reason" 0 0 0 7 0 0 1 18
Ecological intuition versus economic "reason" 0 0 0 0 0 0 0 5
Ecological intuition versus economic "reason" 0 0 0 27 0 0 2 75
Ecological intuition versus economic "reason" 0 0 0 0 0 0 1 5
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 0 0 1 4
Expected Shortfall and optimal hedging payoff 0 0 0 0 0 0 0 0
Factor Risk Budgeting and Beyond 0 0 0 0 0 0 2 2
Factor Risk Budgeting and Beyond 0 0 0 0 0 0 4 4
General Intensity Shapes in Optimal Liquidation 0 0 0 0 1 1 2 8
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control 0 0 0 0 0 0 2 3
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control 0 0 0 0 0 0 3 8
Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control 0 0 0 0 0 0 3 3
Mean Field Games and Applications 0 0 0 0 1 2 7 91
Mean Field Games and Oil Production 0 0 0 0 0 6 29 265
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 1 1 1 2
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics 0 0 0 0 1 1 2 11
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics 0 0 0 0 0 0 0 1
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 2 3 4 21
Optimal control on graphs: existence, uniqueness, and long-term behavior 0 0 0 5 0 0 0 5
Optimal control on graphs: existence, uniqueness, and long-term behavior 0 0 0 1 0 0 0 3
Optimal execution and block trade pricing: a general framework 0 0 0 0 0 1 2 11
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 2 3 10 16
Optimal execution of accelerated share repurchase contracts with fixed notional 0 0 0 0 1 1 4 4
Optimal execution of accelerated share repurchase contracts with fixed notional 0 0 0 0 2 3 8 11
Optimal market making 0 0 1 1 0 1 13 38
Optimal market making 0 0 0 0 0 1 5 26
Optimal market making 0 0 0 0 0 0 6 19
Option pricing and hedging with execution costs and market impact 0 0 0 0 0 0 4 13
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty 0 0 0 0 0 0 1 2
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty 0 0 0 0 0 0 0 6
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity 0 0 0 0 0 0 3 3
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity 0 0 0 0 0 0 2 3
Recipes for hedging exotics with illiquid vanillas 0 0 0 0 0 0 7 7
Reinforcement Learning for Algorithmic Trading 0 0 0 0 3 3 9 9
Risk Budgeting portfolios: Existence and computation 0 0 0 0 0 0 1 1
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 1 0 0 1 7
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 0 0 0 1 2
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 0 0 0 0 0 0 2
Size matters for OTC market makers: general results and dimensionality reduction techniques 0 0 1 3 1 2 7 22
Size matters for OTC market makers: general results and dimensionality reduction techniques 0 0 0 1 0 0 0 21
Stochastic Algorithms for Advanced Risk Budgeting 0 0 0 0 0 1 13 21
Stochastic Algorithms for Advanced Risk Budgeting 0 0 0 0 0 1 3 8
The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making 0 0 0 0 5 19 110 387
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 5 27
The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms 1 1 2 17 1 1 5 68
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 10
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 1 9
Tournament-induced risk-shifting: A mean field games approach 0 0 0 0 0 0 0 15
VWAP execution and guaranteed VWAP 0 0 0 0 0 0 1 27
Total Working Papers 1 1 13 121 25 75 384 1,879
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 1 24 1 2 5 113
Accelerated share repurchase and other buyback programs: what neural networks can bring 0 0 0 1 0 0 3 13
Algorithmic market making for options 0 0 1 9 0 2 14 33
Algorithmic market making in dealer markets with hedging and market impact 0 0 2 3 0 2 6 8
Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions 0 0 1 1 0 0 5 5
Closed-form Approximations in Multi-asset Market Making 1 1 1 2 1 2 8 13
Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality 0 0 0 9 0 0 4 47
Ecological Intuition versus Economic “Reason” 0 0 0 26 0 0 1 80
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 3 1 1 1 31
OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT 0 2 3 5 0 6 9 25
Optimal Execution and Block Trade Pricing: A General Framework 0 1 1 4 0 1 1 33
Optimal market making 1 1 13 22 3 13 46 83
Risk Budgeting portfolios: Existence and computation 0 1 1 1 0 1 6 6
Size matters for OTC market makers: General results and dimensionality reduction techniques 0 1 1 4 0 2 5 16
Total Journal Articles 2 7 25 114 6 32 114 506

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Statistics updated 2025-06-06