Concepedia
Statistics
Publications
3
Citations
101
H-Index
Active since
2013
Affiliations
École Polytechnique(Current)
Université Paris Cité
Guillaume Royer is an author at École Polytechnique specializing in business, option pricing, and quantitative management.
Top concepts
FinanceBusinessAsset PricingOption PricingDynamic PricingOperations ResearchFinancial EngineeringQuantitative ManagementEconomicsEngineering
Publications per year
2013–2015
On the robust superhedging of measurable claims
Dylan Possamaï, Guillaume Royer, Nizar Touzi · Electronic Communications in Probability · 2013 · 42 citations · Full text
Mathematical Programming, Robust Hedging, Measure Theory +15
VWAP Execution and Guaranteed VWAP
Olivier Guéant, Guillaume Royer · SIAM Journal on Financial Mathematics · 2014 · 38 citations · Full text
Dynamic Resource Allocation, Optimal Liquidation, Market Design +17
ACCELERATED SHARE REPURCHASE: PRICING AND EXECUTION STRATEGY
Olivier Guéant, Jiang Pu, Guillaume Royer · International Journal of Theoretical and Applied Finance · 2015 · 21 citations
Option Pricing, Optimal Execution Problem, Dynamic Pricing +12
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