Gaoyue Guo

According to our database, Gaoyue Guo authored at least 6 papers between 2016 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2023

On the Mean-Field Belavkin Filtering Equation.

Sofiane Chalal, Nina H. Amini, Gaoyue Guo

IEEE Control. Syst. Lett., 2023

2021

Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics.

Stephan Eckstein, Gaoyue Guo, Tongseok Lim, Jan Oblój

SIAM J. Financial Math., 2021

2018

Some Results on Skorokhod Embedding and Robust Hedging with Local Time.

Julien Claisse, Gaoyue Guo, Pierre Henry-Labordère

J. Optim. Theory Appl., 2018

2016

Generalized Arbitrage-Free SVI Volatility Surfaces.

Gaoyue Guo, Antoine Jacquier, Claude Martini, Leo Neufcourt

SIAM J. Financial Math., 2016

On the Monotonicity Principle of Optimal Skorokhod Embedding Problem.

Gaoyue Guo, Xiaolu Tan, Nizar Touzi

SIAM J. Control. Optim., 2016

Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints.

Gaoyue Guo, Xiaolu Tan, Nizar Touzi

SIAM J. Control. Optim., 2016