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~person:"Guéant, Olivier"
~person:"Kasa, Kenneth"
~type_genre:"Article in journal"
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Guéant, Olivier
Kasa, Kenneth
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14
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10
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5
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1
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:
2
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:
3
Deep reinforcement learning for market making in corporate bonds : beating the curse of dimensionality
Guéant, Olivier
;
Manziuk, Iuliia
- In:
Applied mathematical finance
26
(
2019
)
5
,
pp. 387-452
Persistent link: https://www.econbiz.de/10012210413
Saved in:
4
Optimal market making
Guéant, Olivier
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 112-154
Persistent link: https://www.econbiz.de/10011746995
Saved in:
5
Optimal execution of accelerated share repuchase contracts with fixed notional
Guéant, Olivier
- In:
Journal of risk
19
(
2017
)
5
,
pp. 77-99
Persistent link: https://www.econbiz.de/10011747118
Saved in:
6
General intensity shapes in optimal liquidation
Guéant, Olivier
;
Lehalle, Charles-Albert
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 457-495
Persistent link: https://www.econbiz.de/10011350585
Saved in:
7
An escape time interpretation of robust control
Cho, In-Koo
;
Kasa, Kenneth
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 1-12
Persistent link: https://www.econbiz.de/10010426626
Saved in:
8
Robustness and information processing
Kasa, Kenneth
- In:
Review of economic dynamics
9
(
2006
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003274650
Saved in:
9
Model uncertainty, robust policies, and the value of commitment
Kasa, Kenneth
- In:
Macroeconomic dynamics
6
(
2002
)
1
,
pp. 145-166
Persistent link: https://www.econbiz.de/10001659477
Saved in:
10
A robust Hansen-Sargent prediction formula
Kasa, Kenneth
- In:
Economics letters
71
(
2001
)
1
,
pp. 43-48
Persistent link: https://www.econbiz.de/10001564094
Saved in:
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