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~person:"Guéant, Olivier"
~person:"Hagströmer, Björn"
~type_genre:"Aufsatz in Zeitschrift"
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Guéant, Olivier
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ECONIS (ZBW)
9
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1
Algorithmic market making in dealer markets with hedging and market impact
Barzykin, Alexander
;
Bergault, Philippe
;
Guéant, Olivier
- In:
Mathematical finance : an international journal of …
33
(
2023
)
1
,
pp. 41-79
Persistent link: https://www.econbiz.de/10014278660
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2
Algorithmic market making for options
Baldacci, Bastien
;
Bergault, Philippe
;
Guéant, Olivier
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
Saved in:
3
Closed-form approximations in multi-asset market making
Bergault, Philippe
;
Evangelista, David
;
Guéant, Olivier
; …
- In:
Applied mathematical finance
28
(
2021
)
2
,
pp. 101-142
Persistent link: https://www.econbiz.de/10013171062
Saved in:
4
Risk and return in high-frequency trading
Baron, Matthew
;
Brogaard, Jonathan
;
Hagströmer, Björn
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 993-1024
Persistent link: https://www.econbiz.de/10012139381
Saved in:
5
The behavior of dealers and clients on the European corporate bond market : the case of multi-dealer-to-client platforms
Fermanian, Jean-David
;
Guéant, Olivier
;
Pu, Jiang
- In:
Market microstructure and liquidity
2
(
2016
)
3/4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011715778
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6
Trading fast and slow : colocation and liquidity
Brogaard, Jonathan
;
Hagströmer, Björn
;
Nordén, Lars
; …
- In:
The review of financial studies
28
(
2015
)
12
,
pp. 3407-3443
Persistent link: https://www.econbiz.de/10011447523
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7
Execution and block trade pricing with optimal constant rate of participation
Guéant, Olivier
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 255-264
Persistent link: https://www.econbiz.de/10011312420
Saved in:
8
How aggressive are high-frequency traders?
Hagströmer, Björn
;
Nordén, Lars
;
Zhang, Dong
- In:
The financial review : the official publication of the …
49
(
2014
)
2
,
pp. 395-419
Persistent link: https://www.econbiz.de/10010363573
Saved in:
9
The diversity of high-frequency traders
Hagströmer, Björn
;
Nordén, Lars
- In:
Journal of financial markets
16
(
2013
)
4
,
pp. 741-770
Persistent link: https://www.econbiz.de/10010242210
Saved in:
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