Gaoyue Guo

1. Robust pricing and hedging of options on multiple assets and its\n numerics
   2019/09/09 by Stephan Eckstein, Eckstein, Stephan, Gaoyue Guo +5 · 5 citations
   Business, Management and Accounting · Decision Sciences · Energy · #Advanced Queuing Theory Analysis #Computational Finance (q-fin.CP) #Energy, Environment, and Transportation Policies #FOS: Economics and business #FOS: Mathematics #Forecasting Techniques and Applications #Optimization and Control (math.OC) #Probability (math.PR)
2. Tightness and duality of martingale transport on the Skorokhod space
   2015/07/04 by Gaoyue Guo, Xiaolu Tan, Guo, Gaoyue +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Advanced Topology and Set Theory #FOS: Economics and business #FOS: Mathematics #Mathematical Dynamics and Fractals #Optimization and Control (math.OC) #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications
3. Mean-field limit of particle systems with absorption
   2023/10/16 by Gaoyue Guo, Guo, Gaoyue, Latypov, Maxime +2 · 1 citation
   Materials Science · Chemistry · Engineering · #Material Dynamics and Properties #Adsorption, diffusion, and thermodynamic properties of materials #Laser-Ablation Synthesis of Nanoparticles