1. Recherche
27 résultats  enregistrer la recherche
hal-01393136v1  Ouvrage (y compris édition critique et traduction)
Olivier Guéant. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
CRC Press - Taylor and Francis, 2016
hal-01393135v1  Pré-publication, Document de travail
Olivier Guéant. Optimal market making
2016
hal-00667372v1  Communication dans un congrès
Olivier Guéant, Jean-Michel Lasry, Pierre-Louis Lions. Mean field games and applications
Paris-Princeton Lectures on Mathematical Finance 2010, Jan 2010, France. pp.205-266, 2011
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hal-00348376v1  Pré-publication, Document de travail
Jean-Michel Lasry, Pierre-Louis Lions, Olivier Guéant. Application of Mean Field Games to Growth Theory
2008
hal-01393126v1  Article dans une revue
Olivier Guéant, Jiang Pu, Royer Guillaume. Accelerated Share Repurchase: pricing and execution strategy
International Journal of Theoretical and Applied Finance, World Scientific Publishing, 2015, 18 (3), <http://www.worldscientific.com/doi/abs/10.1142/S0219024915500193>
hal-01393099v1  Article dans une revue
Olivier Guéant. A reference case for mean field games models
Journal de Mathématiques Pures et Appliquées, Elsevier, 2009, 92 (3), pp. 276-294. <http://www.sciencedirect.com/science/article/pii/S0021782409000531>. <10.1016/j.matpur.2009.04.008>
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hal-00628528v1  Pré-publication, Document de travail
Olivier Guéant, Charles-Albert Lehalle, Joaquin Fernandez Tapia. Dealing with the Inventory Risk
2011
hal-00667383v1  Ouvrage (y compris édition critique et traduction)
Stéphane Crepey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry et al.  Lecture Notes in Mathematics
Springer-Verlag, pp.359, 2011
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hal-01024605v1  Documents associés à des manifestations scientifiques -- Hal-inria+
Olivier Guéant. Mean field games on graphs
NETCO 2014, 2014, Tours, France
hal-01393103v1  Chapitre d'ouvrage
Olivier Guéant, Pierre Louis Lions, Jean Michel Lasry. Mean Field Games and Applications
Paris-Princeton Lectures on Mathematical Finance 2010, Springer, 2011
hal-01393104v1  Chapitre d'ouvrage
Olivier Guéant, Jean Michel Lasry, Pierre Louis Lions. Mean Field Games and Oil Production
Economica. The Economics of Sustainable Development, 2010
hal-01393106v1  Chapitre d'ouvrage
Olivier Guéant. Mean Field Games with a Quadratic Hamiltonian: A Constructive Scheme
Annals of the International Society of Dynamic Games, 12, Springer, pp. 229-241, 2013, Advances in Dynamic Games, <http://link.springer.com/chapter/10.1007/978-0-8176-8355-9_12>
hal-01393120v1  Article dans une revue
Olivier Guéant. Execution and block trade pricing with optimal constant rate of participation
journal of mathematical finance, 2014, 4 (4)
hal-01393109v1  Article dans une revue
Olivier Guéant. Existence and uniqueness result for mean field games with congestion effect on graphs
Applied Mathematics and Optimization, Springer Verlag (Germany), 2015, 72 (2), pp.291-303. <http://link.springer.com/article/10.1007%2Fs00245-014-9280-2>
hal-01393137v1  Article dans une revue
Joaquin Fernandez Tapia, Olivier Guéant, Jean Michel Lasry. Optimal Real-Time Bidding Strategies
Applied Mathematics Research eXpress, Oxford University Press (OUP): Policy H - Oxford Open Option A, 2016
hal-01393107v1  Article dans une revue
Olivier Guéant. Mean field games equations with quadratic Hamiltonian: a specific approach
Mathematical Models and Methods in Applied Sciences, World Scientific Publishing, 2012, 22 (9), <http://www.worldscientific.com/doi/abs/10.1142/S0218202512500224>
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hal-00628531v1  Rapport
Olivier Guéant. From infinity to one: The reduction of some mean field games to a global control problem
2011
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hal-00628536v1  Pré-publication, Document de travail
Olivier Guéant. Mean field games equations with quadratic Hamiltonian: a specific approach
2011

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