| Option pricing and hedging with execution costs and market impact O Guéant, J Pu Mathematical Finance 27 (3), 803-831, 2017 | 64 | 2017 |
| Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty A Bismuth, O Guéant, J Pu Mathematics and Financial Economics, 2019 | 35 | 2019 |
| Accelerated Share Repurchase: pricing and execution strategy O Guéant, J Pu, G Royer International Journal of Theoretical and Applied Finance 18 (03), 1550019, 2015 | 26 | 2015 |
| The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms JD Fermanian, O Guéant, J Pu Market Microstructure and Liquidity 2 (03n04), 1750004, 2016 | 23 | 2016 |
| Accelerated share repurchase and other buyback programs: what neural networks can bring O Guéant, I Manziuk, J Pu Quantitative Finance, 1-16, 2020 | 18 | 2020 |
| A convex duality method for optimal liquidation with participation constraints O Guéant, JM Lasry, J Pu Market Microstructure and Liquidity 1 (01), 1550002, 2015 | 5 | 2015 |
| Nowcasting networks M Chataigner, S Crépey, J Pu Journal of Computational Finance 24 (3), 2020 | 3 | 2020 |
| Mid-price estimation for European corporate bonds: a particle filtering approach O Guéant, J Pu Market microstructure and liquidity 4 (01n02), 1950005, 2018 | 2 | 2018 |
| Controle optimal et applications en finance : execution optimale, couverture d’options et choix de portefeuille J Pu Université Paris-Diderot, 2017 | | 2017 |
