受强制性开放获取政策约束的文章 - Ivan Guo了解详情
无法在其他位置公开访问的文章：3 篇
Optimal execution with regime-switching market resilience
CC Siu, I Guo, SP Zhu, RJ Elliott
Journal of Economic Dynamics and Control 101, 17-40, 2019
强制性开放获取政策： Australian Research Council
Discrete-time multi-player stopping and quitting games with redistribution of payoffs
I Guo, M Rutkowski
Arbitrage, Credit and Informational Risks, 171-206, 2014
强制性开放获取政策： Australian Research Council
Valuation of general contingent claims with short selling bans: An equal-risk pricing approach
G Ma, SP Zhu, I Guo
International Journal of Theoretical and Applied Finance 25 (04n05), 2250022, 2022
强制性开放获取政策： 国家自然科学基金委员会
可在其他位置公开访问的文章：10 篇
Calibration of local‐stochastic volatility models by optimal transport
I Guo, G Loeper, S Wang
Mathematical Finance 32 (1), 46-77, 2022
强制性开放获取政策： Australian Research Council
Joint modeling and calibration of spx and vix by optimal transport
I Guo, G Loeper, J Obłój, S Wang
SIAM Journal on Financial Mathematics 13 (1), 1-31, 2022
强制性开放获取政策： Australian Research Council
Path dependent optimal transport and model calibration on exotic derivatives
I Guo, G Loeper
The Annals of Applied Probability 31 (3), 1232-1263, 2021
强制性开放获取政策： Australian Research Council
Equal risk pricing under convex trading constraints
I Guo, SP Zhu
Journal of Economic Dynamics and Control 76, 136-151, 2017
强制性开放获取政策： Australian Research Council
Robust utility maximization under model uncertainty via a penalization approach
I Guo, N Langrené, G Loeper, W Ning
Mathematics and Financial Economics 16 (1), 51-88, 2022
强制性开放获取政策： Australian Research Council
Portfolio optimization with a prescribed terminal wealth distribution
I Guo, N Langrené, G Loeper, W Ning
Quantitative Finance 22 (2), 333-347, 2022
强制性开放获取政策： Australian Research Council
Pricing European options on regime-switching assets: a comparative study of Monte Carlo and finite-difference approaches
XC Zeng, I Guo, SP Zhu
The ANZIAM Journal 59 (2), 183-199, 2017
强制性开放获取政策： Australian Research Council
Discrete time stochastic multi-player competitive games with affine payoffs
I Guo, M Rutkowski
Stochastic Processes and their Applications 126 (1), 1-32, 2016
强制性开放获取政策： Australian Research Council
Pricing contingent claims with short selling bans
G Ma, SP Zhu, I Guo
arXiv preprint arXiv:1910.04960, 2019
强制性开放获取政策： Australian Research Council
On the nonexistence of pseudo-generalized quadrangles
I Guo, JH Koolen, G Markowsky, J Park
European Journal of Combinatorics 89, 103128, 2020
强制性开放获取政策： Australian Research Council, 国家自然科学基金委员会
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