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Ivan Guo

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2020 – today

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2022
[j4]
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Ivan Guo, Grégoire Loeper, Jan Oblój, Shiyi Wang:
Joint Modeling and Calibration of SPX and VIX by Optimal Transport. SIAM J. Financial Math. 13(1): 1-31 (2022)
2020
[j3]
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Ivan Guo, Jack H. Koolen, Greg Markowsky, Jongyook Park:
On the nonexistence of pseudo-generalized quadrangles. Eur. J. Comb. 89: 103128 (2020)

2010 – 2019

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2018
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Ivan Guo, Grégoire Loeper:
Pricing Bounds for Volatility Derivatives via Duality and Least Squares Monte Carlo. J. Optim. Theory Appl. 179(2): 598-617 (2018)
2017
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Ivan Guo, Marek Rutkowski:
Arbitrage-free pricing of multi-person game claims in discrete time. Finance Stochastics 21(1): 111-155 (2017)
2012
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Ivan Guo:
Unilaterally Competitive Multi-Player Stopping Games. CoRR abs/1211.4113 (2012)

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