Gaoyue Guo

Publication Activity (10 Years)

Years Active: 2016-2023
Publications (10 Years): 6

Top Topics

Robust Image Watermarking

Monotonicity Property

Financial Markets

Parameter Tuning

Top Venues

SIAM J. Financial Math.

SIAM J. Control. Optim.

IEEE Control. Syst. Lett.

J. Optim. Theory Appl.

Publications

Sofiane Chalal, Nina H. Amini, Gaoyue Guo
On the Mean-Field Belavkin Filtering Equation. IEEE Control. Syst. Lett. 7 (2023)
Stephan Eckstein, Gaoyue Guo, Tongseok Lim, Jan Oblój
Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics. SIAM J. Financial Math. 12 (1) (2021)
Julien Claisse, Gaoyue Guo, Pierre Henry-Labordère
Some Results on Skorokhod Embedding and Robust Hedging with Local Time. J. Optim. Theory Appl. 179 (2) (2018)
Gaoyue Guo, Antoine Jacquier, Claude Martini, Leo Neufcourt
Generalized Arbitrage-Free SVI Volatility Surfaces. SIAM J. Financial Math. 7 (1) (2016)
Gaoyue Guo, Xiaolu Tan, Nizar Touzi
Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints. SIAM J. Control. Optim. 54 (4) (2016)
Gaoyue Guo, Xiaolu Tan, Nizar Touzi
On the Monotonicity Principle of Optimal Skorokhod Embedding Problem. SIAM J. Control. Optim. 54 (5) (2016)