Projects per year
Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Integrating energy storage into the NEM: Bidding, clearing, settlement, dispatch and ancillary markets
Roger, G., Rieger, J., Guo, I., Goeree, J., Karaduman, O. & Pandey, S.
2/03/22 → 30/03/24
Project: Research
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Can green investors drive the transition to a low emissions economy?
Guo, I., Zhou, Z., Aksamit, A., Nam, K. & Rutkowski, M. W.
1/01/22 → 31/12/24
Project: Research
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Data61 CRP #46 - Risklab Projects - Mathematical Sciences (Hamza) 2020-22
Zhu, Z., Guo, I., Hamza, K., Klebaner, F., Lee, G., Dong, W., Langrené, N. & Knight, K.
1/07/20 → 30/06/23
Project: Research
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Development of efficient computational techniques for convection-diffusion-reaction type problems in econophysics
Mishra, C., Mishra, M., Loeper, G. & Guo, I.
25/06/19 → 24/06/21
Project: Research
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The role of liquidity in financial markets
Zhu, S., Elliott, R. & Guo, I.
15/06/17 → 31/12/20
Project: Research
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Calibration of local-stochastic volatility models by optimal transport
Guo, I., Loeper, G. & Wang, S., Jan 2022, In: Mathematical Finance. 32, 1, p. 46-77 32 p.Research output: Contribution to journal › Article › Research › peer-review
4 Citations (Scopus) -
Joint Modeling and Calibration of SPX and VIX by Optimal Transport
Guo, I., Loeper, G., Obłój, J. & Wang, S., 2022, In: SIAM Journal on Financial Mathematics. 13, 1, p. 1-31 31 p.Research output: Contribution to journal › Article › Research › peer-review
2 Citations (Scopus) -
Robust utility maximization under model uncertainty via a penalization approach
Guo, I., Langrené, N., Loeper, G. & Ning, W., 2022, In: Mathematics and Financial Economics. 16, p. 51–88 38 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access3 Citations (Scopus) -
VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH
Ma, G., Zhu, S. P. & Guo, I., Jun 2022, In: International Journal of Theoretical and Applied Finance. 25, 4 & 5, 33 p., 2250022.Research output: Contribution to journal › Article › Research › peer-review
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Path dependent optimal transport and model calibration on exotic derivatives
Guo, I. & Loeper, G., Jun 2021, In: Annals of Applied Probability. 31, 3, p. 1232-1263 32 p.Research output: Contribution to journal › Article › Research › peer-review
3 Citations (Scopus)