Projects per year
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects 2017 2019
- 1 Active
The role of liquidity in financial markets
Zhu, S., Elliott, R. & Guo, I.
15/06/17 → 31/12/19
Project: Research
Research Output 2012 2018
Pricing Bounds for Volatility Derivatives via Duality and Least Squares Monte Carlo
Guo, I. & Loeper, G., Nov 2018, In : Journal of Optimization Theory and Applications. 179, 2, p. 598–617 20 p.Research output: Contribution to journal › Article › Research › peer-review
Arbitrage-free pricing of multi-person game claims in discrete time
Guo, I. & Rutkowski, M., Jan 2017, In : Finance and Stochastics. 21, 1, p. 111-155 45 p.Research output: Contribution to journal › Article › Research › peer-review
Equal risk pricing under convex trading constraints
Guo, I. & Zhu, S. P., 1 Mar 2017, In : Journal of Economic Dynamics and Control. 76, p. 136-151 16 p.Research output: Contribution to journal › Article › Research › peer-review
PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY of MONTE CARLO and FINITE-DIFFERENCE APPROACHES
Zeng, X. C., Guo, I. & Zhu, S. P., 1 Oct 2017, In : ANZIAM Journal. 59, 2, p. 183-199 17 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access
File
Discrete time stochastic multi-player competitive games with affine payoffs
Guo, I. & Rutkowski, M., 1 Jan 2016, In : Stochastic Processes and their Applications. 126, 1, p. 1-32 32 p.Research output: Contribution to journal › Article › Research › peer-review