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~person:"Guéant, Olivier"
~subject:"Game theory"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
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Guéant, Olivier
Ferrari, Giorgio
26
Stein, Jerome L.
21
Federico, Salvatore
15
Kohlmann, Michael
14
Boucekkine, Raouf
11
Young, Virginia R.
9
De Angelis, Tiziano
8
Runggaldier, Wolfgang J.
8
Gozzi, Fausto
7
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7
Zou, Benteng
7
Bensoussan, Alain
6
Fabbri, Giorgio
6
Leung, Tim
6
Moriarty, John
6
Murgoci, Agatha
6
Posch, Olaf
6
Shevchenko, Pavel V.
6
Taksar, Michael I.
6
Trimborn, Timo
6
Camacho, Carmen
5
Pham, Huyên
5
Ruan, Weihua
5
Steffensen, Mogens
5
Yan, Raphael
5
Ewald, Christian-Oliver
4
Gharbi, Ali
4
Kendrick, David A.
4
Korn, Ralf
4
Kwon, H. Dharma
4
Lehalle, Charles-Albert
4
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4
Pun, Chi Seng
4
Saito, Taiga
4
Sethi, Suresh
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Steg, Jan-Henrik
4
Takahashi, Akihiko
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Applied mathematical finance
2
Journal of risk
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
1
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ECONIS (ZBW)
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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:
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
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:
4
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:
5
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:
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