Ivan Guo

Identifiers

• name variant Ivan Guo 0.60 · backfill

Papers (9)

1. Optimal Execution and Macroscopic Market Making q-fin.TR · 2025 · author #1
2. On Stochastic Partial Differential Equations and their applications to Derivative Pricing through a conditional Feynman-Kac formula q-fin.MF · 2021 · author #2
3. Local Volatility Calibration by Optimal Transport q-fin.MF · 2017 · author #1
4. Pricing Bounds for VIX Derivatives via Least Squares Monte Carlo q-fin.CP · 2016 · author #1
5. New analytic approach to address Put - Call parity violation due to discrete dividends q-fin.PR · 2014 · author #2
6. Effective and simple VWAP option pricing model q-fin.PR · 2014 · author #2
7. Arbitrage Pricing of Multi-person Game Contingent Claims q-fin.MF · 2014 · author #1
8. Stochastic Multi-player Competitive Games in Discrete Time math.PR · 2014 · author #1
9. Unilaterally Competitive Multi-Player Stopping Games cs.GT · 2012 · author #1

Mentions

• 2504.06717 #1 · arxiv_oai · confidence 0.70 Ivan Guo
• 2106.14870 #2 · arxiv_oai · confidence 0.70 Ivan Guo
• 1407.7328 #2 · backfill · confidence 0.70 Ivan Guo
• 1407.7315 #2 · backfill · confidence 0.70 Ivan Guo
• 1405.2718 #1 · backfill · confidence 0.70 Ivan Guo
• 1405.2716 #1 · backfill · confidence 0.70 Ivan Guo
• 1211.4113 #1 · backfill · confidence 0.70 Ivan Guo

Frequent Coauthors

• Alexander Buryak 2 shared papers
• Gr\'egoire Loeper 2 shared papers
• Marek Rutkowski 2 shared papers
• Gregoire Loeper 1 shared papers
• Kaustav Das 1 shared papers
• Shijia Jin 1 shared papers
• Shiyi Wang 1 shared papers