Olivier Guéant - Concepedia

Author

Olivier Guéant

Also Known As

Agostino Capponi, Gu\'eant, Olivier, Guéant, Olivier, OLIVIER GUÉANT, Olivier Gu 'eant, Olivier Gu\\'eant, Olivier Gueant, Olivier Guéant

121

Publications

12.4K

Citations

H-Index

Concepts

All Affiliations

Centre d'Économie de la Sorbonne Université Paris 1 Panthéon-Sorbonne Laboratoire Jacques-Louis Lions Centre de Recherche en Mathématiques de la Décision Université Paris Cité

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	16	21	725
2	Economics	10	11	279
3	Management	6	6	104
4	Engineering	5	5	176
5	Education	2	2	10.1K

Olivier Guéant

Publications

11.2K

Citations

H-Index

Page 1

	Year	Citations
Lecture Notes in Mathematics Stéphane Crépey, Olivier Guéant, David Hobson, HAL (Le Centre pour la Communication Scientifique Directe) Theoretical MathematicsMathematics CurriculumLecture NotesEducationDiscrete Mathematics	2011	10.1K
Dealing with the inventory risk: a solution to the market making problem Olivier Guéant, Charles‐Albert Lehalle, Joaquin Fernandez-Tapia Mathematics and Financial Economics Inventory ManagementInventory ControlSupply Chain DisruptionRisk ManagementBusiness	2012	198
Optimal Portfolio Liquidation with Limit Orders Olivier Guéant, Charles‐Albert Lehalle, Joaquin Fernandez-Tapia SIAM Journal on Financial Mathematics	2012	125
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION Olivier Guéant, Charles‐Albert Lehalle Mathematical Finance Mathematical ProgrammingStochastic SimulationEngineeringOptimal LiquidationQuantitative Finance	2013	89
Deep reinforcement learning for market making in corporate bonds: beating the curse of dimensionality Olivier Guéant, Iuliia Manziuk RePEc: Research Papers in Economics	N/A	69
Optimal market making Olivier Guéant Applied Mathematical Finance	2017	62
OPTION PRICING AND HEDGING WITH EXECUTION COSTS AND MARKET IMPACT Olivier Guéant, Jiang Pu Mathematical Finance EconomicsOption PricingDynamic PricingFinancial EconomicsAsset Pricing	2015	47
Application of Mean Field Games to Growth Theory Jean‐Michel Lasry, Pierre Louis Lions, Olivier Guéant	2013	39
VWAP Execution and Guaranteed VWAP Olivier Guéant, Guillaume Royer SIAM Journal on Financial Mathematics Dynamic Resource AllocationOptimal LiquidationMarket DesignPricing PolicyOperations Research	2014	38
Optimal Execution and Block Trade Pricing: A General Framework Olivier Guéant Applied Mathematical Finance Mathematical ProgrammingTradeMarket Equilibrium ComputationMarket DesignPricing	2015	36

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