Nombre de documents

31

CV de Olivier Guéant


Ouvrage (y compris édition critique et traduction)2 documents

  • Olivier Guéant. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making. CRC Press - Taylor and Francis, 2016. <hal-01393136>
  • Stéphane Crepey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, et al.. Lecture Notes in Mathematics. Springer-Verlag, pp.359, 2011. <hal-00667383>

Article dans une revue16 documents

Pré-publication, Document de travail7 documents

  • Olivier Guéant. Optimal execution of ASR contracts with fixed notional. 2016. <hal-01393129>
  • Jean-David Fermanian, Olivier Guéant, Jiang Pu. The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms. 2016. <hal-01393134>
  • Olivier Guéant. Optimal market making. 2016. <hal-01393135>
  • Olivier Guéant, Charles-Albert Lehalle, Joaquin Fernandez Tapia. Dealing with the Inventory Risk. 2011. <hal-00628528>
  • Olivier Guéant. Mean field games equations with quadratic Hamiltonian: a specific approach. 2011. <hal-00628536>
  • Roger Guesnerie, Jean-Michel Lasry, Olivier Guéant. Ecological intuition versus economic "reason". PSE Working Papers n°2009-47. 2009. <halshs-00575067>
  • Jean-Michel Lasry, Pierre-Louis Lions, Olivier Guéant. Application of Mean Field Games to Growth Theory. 2008. <hal-00348376>

Document associé à des manifestations scientifiques1 document

  • Olivier Guéant. Mean field games on graphs. NETCO 2014, 2014, Tours, France. <hal-01024605>

Chapitre d'ouvrage3 documents

  • Olivier Guéant. Mean Field Games with a Quadratic Hamiltonian: A Constructive Scheme. Annals of the International Society of Dynamic Games, 12, Springer, pp. 229-241, 2013, Advances in Dynamic Games, <http://link.springer.com/chapter/10.1007/978-0-8176-8355-9_12>. <hal-01393106>
  • Olivier Guéant, Pierre Louis Lions, Jean Michel Lasry. Mean Field Games and Applications. Paris-Princeton Lectures on Mathematical Finance 2010, Springer, 2011. <hal-01393103>
  • Olivier Guéant, Jean Michel Lasry, Pierre Louis Lions. Mean Field Games and Oil Production. Economica. The Economics of Sustainable Development, 2010. <hal-01393104>

Rapport1 document

  • Olivier Guéant. From infinity to one: The reduction of some mean field games to a global control problem. 2011. <hal-00628531>

Communication dans un congrès1 document

  • Olivier Guéant, Jean-Michel Lasry, Pierre-Louis Lions. Mean field games and applications. Paris-Princeton Lectures on Mathematical Finance 2010, Jan 2010, France. pp.205-266, 2011. <hal-00667372>