The following pages link to Ivan Guo (Q503391):
Displayed 22 items.
- Arbitrage-free pricing of multi-person game claims in discrete time (Q503392) (← links)
- Discrete time stochastic multi-player competitive games with affine payoffs (Q898397) (← links)
- Pricing bounds for volatility derivatives via duality and least squares Monte Carlo (Q1626511) (← links)
- Equal risk pricing under convex trading constraints (Q1655628) (← links)
- Optimal execution with regime-switching market resilience (Q1734569) (← links)
- 2017 MATRIX annals (Q1755651) (← links)
- Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
- On the nonexistence of pseudo-generalized quadrangles (Q2198968) (← links)
- Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← links)
- (Q2910186) (← links)
- (Q2910365) (← links)
- Discrete-Time Multi-Player Stopping and Quitting Games with Redistribution of Payoffs (Q3195067) (← links)
- PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY OF MONTE CARLO AND FINITE-DIFFERENCE APPROACHES (Q4608943) (← links)
- A zero-sum competitive multi-player game (Q4898891) (← links)
- Joint Modeling and Calibration of SPX and VIX by Optimal Transport (Q5019589) (← links)
- Portfolio optimization with a prescribed terminal wealth distribution (Q5068093) (← links)
- VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH (Q5866979) (← links)
- Calibration of local‐stochastic volatility models by optimal transport (Q6054403) (← links)
- On Dynkin Games with Unordered Payoff Processes (Q6347164) (← links)
- Deep Semi-Martingale Optimal Transport (Q6362217) (← links)
- On Stochastic Partial Differential Equations and their applications to Derivative Pricing through a conditional Feynman-Kac formula (Q6371462) (← links)
- Simultaneous upper and lower bounds of American option prices with hedging via neural networks (Q6427492) (← links)