Olivier Guéant

Olivier Guéant

Université Paris I Panthéon-Sorbonne - Paris / France
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 4663332
Paris 1 Panthéon-Sorbonne University
person_outline Olivier Guéant's MOST POPULAR ARTICLES
1-) Mean field games and applications O Guéant, JM Lasry, PL Lions Paris-Princeton lectures on mathematical finance 2010, 205-266, 2011 7242011
2-) Dealing with the inventory risk: a solution to the market making problem O Guéant, CA Lehalle, J Fernandez-Tapia Mathematics and financial economics 7 (4), 477-507, 2013 2012013
3-) The Financial Mathematics of Market Liquidity: From optimal execution to market makingO GuéantCRC Press, 20161922016
4-) Optimal portfolio liquidation with limit ordersO Guéant, CA Lehalle, J Fernandez-TapiaSIAM Journal on Financial Mathematics 3 (1), 740-764, 20121952012
5-) A reference case for mean field games modelsO GuéantJournal de mathématiques pures et appliquées 92 (3), 276-294, 20091392009