Unilaterally Competitive Multi-Player Stopping Games - Ivan Guo (CoRR, 2012)

Arbitrage-free pricing of multi-person game claims in discrete time. - Ivan Guo; Marek Rutkowski (Finance Stochastics, 2017)

Pricing Bounds for Volatility Derivatives via Duality and Least Squares Monte Carlo. - Ivan Guo; Grégoire Loeper (J. Optim. Theory Appl., 2018)

On the nonexistence of pseudo-generalized quadrangles. - Ivan Guo; Jack H. Koolen; Greg Markowsky; Jongyook Park (Eur. J. Comb., 2020)

Joint Modeling and Calibration of SPX and VIX by Optimal Transport. - Ivan Guo; Grégoire Loeper; Jan Oblój; Shiyi Wang (SIAM J. Financial Math., 2022)