Guiyuan Ma

According to our database, Guiyuan Ma authored at least 8 papers between 2019 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Pricing American options with exogenous and endogenous transaction costs.

Dong Yan, Xin-Jie Huang, Guiyuan Ma, Xin-Jiang He

Comput. Math. Appl., 2025

2023

Dynamic trading with Markov liquidity switching.

Guiyuan Ma, Chi Chung Siu, Sheung Chi Phillip Yam, Zeyu Zhou

Autom., September, 2023

Strategic trading with information acquisition and long-memory stochastic liquidity.

Jinhui Han, Xiaolong Li, Guiyuan Ma, Adrian Patrick Kennedy

Eur. J. Oper. Res., July, 2023

2022

Relative performance evaluation for dynamic contracts in a large competitive market.

Jinhui Han, Guiyuan Ma, Sheung Chi Phillip Yam

Eur. J. Oper. Res., 2022

2020

Robust Portfolio Optimization with Multi-Factor Stochastic Volatility.

Ben-Zhang Yang, Xiaoping Lu, Guiyuan Ma, Song-Ping Zhu

J. Optim. Theory Appl., 2020

Optimal portfolio execution problem with stochastic price impact.

Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu, Robert J. Elliott

Autom., 2020

2019

Dynamic portfolio choice with return predictability and transaction costs.

Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu

Eur. J. Oper. Res., 2019

Pricing European call options under a hard-to-borrow stock model.

Guiyuan Ma, Song-Ping Zhu, Wenting Chen

Appl. Math. Comput., 2019