5 citations · 15 across the 11 of their papers we have counts for
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q-fin.TR2013★ 3 cited
Accelerated Share Repurchase: pricing and execution strategy
Olivier Guéant, Jiang Pu, Guillaume Royer
In this article, we consider the optimal execution problem associated to accelerated share repurchase contracts. When firms want to repurchase their own shares, they often enter su…
q-fin.TR2013★ 3 cited
Option pricing and hedging with execution costs and market impact
Olivier Guéant, Jiang Pu
This article considers the pricing and hedging of a call option when liquidity matters, that is, either for a large nominal or for an illiquid underlying asset. In practice, as opp…