Guillaume Royer

Identifiers

• name variant Guillaume Royer 0.60 · backfill

Papers (5)

1. General indifference pricing with small transaction costs math.OC · 2014 · author #2
2. Accelerated Share Repurchase: pricing and execution strategy q-fin.TR · 2013 · author #3
3. Liquidation of an indivisible asset with independent investment q-fin.PM · 2013 · author #2
4. VWAP execution and guaranteed VWAP q-fin.TR · 2013 · author #2
5. On the Robust superhedging of measurable claims q-fin.PR · 2013 · author #2

Mentions

• 1401.3261 #2 · backfill · confidence 0.70 Guillaume Royer
• 1312.5617 #3 · backfill · confidence 0.70 Guillaume Royer
• 1312.2754 #2 · backfill · confidence 0.70 Guillaume Royer
• 1306.2832 #2 · backfill · confidence 0.70 Guillaume Royer
• 1302.1850 #2 · backfill · confidence 0.70 Guillaume Royer

Frequent Coauthors

• Dylan Possama\"i 2 shared papers
• Nizar Touzi 2 shared papers
• Olivier Gu\'eant 2 shared papers
• Emilie Fabre 1 shared papers
• Jiang Pu 1 shared papers