Concepedia

Olivier Guéant

OG

Statistics

Publications

28

Citations

11.2K

H-Index

18

Active since

2010

Affiliations

Centre d'Économie de la Sorbonne(Current)

Université Paris 1 Panthéon-Sorbonne

Laboratoire Jacques-Louis Lions

Centre de Recherche en Mathématiques de la Décision

Université Paris Cité

Olivier Guéant is an author at Centre d'Économie de la Sorbonne specializing in economics, business, and finance.

ORCID

Publications per year

2010–2023

28

Publications

28

Lecture Notes in Mathematics

Stéphane Crépey, Olivier Guéant, David Hobson et al. · HAL (Le Centre pour la Communication Scientifique Directe) · 2011 · 10.2K citations

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Dealing with the inventory risk: a solution to the market making problem

Olivier Guéant, Charles‐Albert Lehalle, Joaquin Fernandez-Tapia · Mathematics and Financial Economics · 2012 · 200 citations · Full text

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Optimal Portfolio Liquidation with Limit Orders

Olivier Guéant, Charles‐Albert Lehalle, Joaquin Fernandez-Tapia · SIAM Journal on Financial Mathematics · 2012 · 125 citations · Full text

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GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION

Olivier Guéant, Charles‐Albert Lehalle · Mathematical Finance · 2013 · 90 citations · Full text

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Optimal market making

Olivier Guéant · Applied Mathematical Finance · 2017 · 63 citations

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