The following pages link to Gaoyue Guo (Q511136):
Displaying 13 items.
- Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
- Some results on Skorokhod embedding and robust hedging with local time (Q1626510) (← links)
- Strong equivalence between metrics of Wasserstein type (Q2064844) (← links)
- Computational methods for martingale optimal transport problems (Q2299581) (← links)
- Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
- Generalized Arbitrage-Free SVI Volatility Surfaces (Q2819096) (← links)
- On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
- Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics (Q4987713) (← links)
- McKean-Vlasov equations involving hitting times: blow-ups and global solvability (Q6126810) (← links)
- Systemic robustness: a mean-field particle system approach (Q6420793) (← links)
- Mean field game of mutual holding with defaultable agents, and systemic risk (Q6429557) (← links)
- Randomness and early termination: what makes a game exciting? (Q6440040) (← links)
- Mean-field limit of particle systems with absorption (Q6455413) (← links)