Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints. - Gaoyue Guo; Xiaolu Tan; Nizar Touzi (SIAM J. Control. Optim., 2016)

On the Monotonicity Principle of Optimal Skorokhod Embedding Problem. - Gaoyue Guo; Xiaolu Tan; Nizar Touzi (SIAM J. Control. Optim., 2016)

Generalized Arbitrage-Free SVI Volatility Surfaces. - Gaoyue Guo; Antoine Jacquier; Claude Martini; Leo Neufcourt (SIAM J. Financial Math., 2016)

Some Results on Skorokhod Embedding and Robust Hedging with Local Time. - Julien Claisse; Gaoyue Guo; Pierre Henry-Labordère (J. Optim. Theory Appl., 2018)

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)

On the Mean-Field Belavkin Filtering Equation. - Sofiane Chalal; Nina H. Amini; Gaoyue Guo (IEEE Control. Syst. Lett., 2023)

Observed quantum particles system with graphon interaction. - Sofiane Chalal; Nina H. Amini; Gaoyue Guo; Hamed Amini (CDC, 2024)