Olivier Guéant

According to our database, Olivier Guéant authored at least 5 papers between 2012 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein-Uhlenbeck Dynamics.

Philippe Bergault, Fayçal Drissi, Olivier Guéant

SIAM J. Financial Math., 2022

2014

VWAP Execution and Guaranteed VWAP.

Olivier Guéant, Guillaume Royer

SIAM J. Financial Math., 2014

2013

Tournament-induced risk-shifting: A mean field games approach.

Olivier Guéant

Risk Decis. Anal., 2013

2012

Optimal Portfolio Liquidation with Limit Orders.

Olivier Guéant, Charles-Albert Lehalle, Joaquin Fernandez Tapia

SIAM J. Financial Math., 2012

New numerical methods for mean field games with quadratic costs.

Olivier Guéant

Networks Heterog. Media, 2012