New numerical methods for mean field games with quadratic costs. - Olivier Guéant (Networks Heterog. Media, 2012)

Optimal Portfolio Liquidation with Limit Orders. - Olivier Guéant; Charles-Albert Lehalle; Joaquin Fernandez Tapia (SIAM J. Financial Math., 2012)

Tournament-induced risk-shifting: A mean field games approach. - Olivier Guéant (Risk Decis. Anal., 2013)

VWAP Execution and Guaranteed VWAP. - Olivier Guéant; Guillaume Royer (SIAM J. Financial Math., 2014)

Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein-Uhlenbeck Dynamics. - Philippe Bergault; Fayçal Drissi; Olivier Guéant (SIAM J. Financial Math., 2022)