Publication Search Results
Exact matches for:
- Author = Guo I [web profile page]
1.
Guo I, Rutkowski M
Ivan Guo and Marek Rutkowski:
Arbitrage-free pricing of multi-person game claims in discrete time,
Finance and Stochastics,
21
(2017),
no. 1,
111–155.
2.
Guo I, Rutkowski M
Ivan Guo, Marek Rutkowski:
Discrete time stochastic multi-player competitive games with affine payoffs,
Stochastic Processes and their Applications,
126
(2016),
1–32.
MR3426509
3.
Guo I, Rutkowski M
Ivan Guo and Marek Rutkowski:
Discrete-time multi-player stopping and quitting games with redistribution of payoffs,
Arbitrage, Credit and Informational Risks,
Peking University - Series in Mathematics,
World Scientific,
Singapore,
(2014),
171–206.
ISBN 978-981-4602-06-8.
MR3363802
4.
Guo I, Rutkowski M
Ivan Guo and Marek Rutkowski:
A Zero-Sum Competitive Multi-Player Game,
Demonstratio Mathematica,
XLV
(2012),
no. 2,
415–433.
MR2963078
5.
Buryak A, Guo I
A Buryak and Ivan Guo:
New Analytic Approach to Address Put-Call Parity Violation due to Discrete Dividends,
Applied Mathematical Finance,
19
(2012),
no. 1,
37–58.
MR2878509
| Number of matches: 5 |