Ivan Guo

Orcid: 0000-0002-6483-6654

According to our database¹, Ivan Guo authored at least 5 papers between 2012 and 2022.

Collaborative distances:

Dijkstra number² of four.
Erdős number³ of three.

Timeline

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In proceedings

Article

PhD thesis

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Bibliography

2022

Joint Modeling and Calibration of SPX and VIX by Optimal Transport.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2022

2020

On the nonexistence of pseudo-generalized quadrangles.

[BibT_eX]

[DOI]

Eur. J. Comb., 2020

2018

Pricing Bounds for Volatility Derivatives via Duality and Least Squares Monte Carlo.

[BibT_eX]

[DOI]

Ivan Guo

Grégoire Loeper

J. Optim. Theory Appl., 2018

2017

Arbitrage-free pricing of multi-person game claims in discrete time.

[BibT_eX]

[DOI]

Ivan Guo

Marek Rutkowski

Finance Stochastics, 2017

2012

Unilaterally Competitive Multi-Player Stopping Games

[BibT_eX]

[DOI]

Ivan Guo

CoRR, 2012

Ivan Guo

Timeline

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Bibliography

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