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researcher

Olivier Gu'eant

10 papers hereh-index 8280 citations13 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author4
  • middle author1
  • last author4

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • q-fin.TR4
  • q-fin.CP3
  • math.OC2
  • math.NA1
same name
  • Olivier Gu'eant — 6 papers, h 3
  • Olivier Gu'eant — 4 papers, h 1
  • Olivier Gu'eant — 4 papers, h 3
  • Olivier Gu'eant — 2 papers, h 1
  • Olivier Gu'eant — 2 papers, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20112021
most citedRecipes for hedging exotics with illiquid vanillas

1 citations · 1 across the 7 of their papers we have counts for

collaborators
Showing 2021Show all

1 paper · 1 filter

q-fin.TR2021

Multi-asset optimal execution and statistical arbitrage strategies under Ornstein-Uhlenbeck dynamics

Philippe Bergault, Fayçal Drissi, Olivier Guéant

In recent years, academics, regulators, and market practitioners have increasingly addressed liquidity issues. Amongst the numerous problems addressed, the optimal execution of lar…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.