Olivier Guéant is a French mathematician, focusing on mean field game theory and financial mathematics.
[2] In 2010, along with Jean-Michel Lasry, Pierre-Louis Lions, and Henri Verdier, Guéant founded a start-up called MFG-Labs,[3] pioneering Big Data.
[5] He also worked with Roger Guesnerie, Jean-Michel Lasry and Olivier David Zerbib on environmental interest rates.
As an expert of financial mathematics and stochastic control, Guéant has published several books and articles on liquidity management, optimal orders execution and multi-asset market making.
Along with Charles-Albert Lehalle and Joaquin Fernandez-Tapia, he notably solved the Avellaneda-Stoikov equations, which are key to dealing with inventory risk in market making.