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Xin Guo
Xin Guo
UC Berkeley, Cornell Univeristy, IBM
Verified email at berkeley.edu
Title
Cited by
Cited by
Year
Information and option pricings
X Guo
Quantitative Finance 1 (1), 38, 2001
3432001
On the optimality of conditional expectation as a Bregman predictor
A Banerjee, X Guo, H Wang
IEEE Transactions on Information Theory 51 (7), 2664-2669, 2005
3082005
Closed-form solutions for perpetual American put options with regime switching
Q Zhang, X Guo
SIAM Journal on Applied Mathematics 64 (6), 2034-2049, 2004
2712004
Irreversible investment with regime shifts
X Guo, J Miao, E Morellec
Journal of Economic Theory 122 (1), 37-59, 2005
2182005
An explicit solution to an optimal stopping problem with regime switching
X Guo
Journal of Applied Probability 38 (2), 464-481, 2001
2032001
Learning mean-field games
X Guo, A Hu, R Xu, J Zhang
Advances in neural information processing systems 32, 2019
1792019
Optimal partially reversible investment with entry decision and general production function
X Guo, H Pham
Stochastic Processes and their Applications 115 (5), 705-736, 2005
1162005
Optimal selling rules in a regime switching model
X Guo, Q Zhang
IEEE Transactions on Automatic Control 50 (9), 1450-1455, 2005
1112005
Some optimal stopping problems with nontrivial boundaries for pricing exotic options
X Guo, L Shepp
Journal of Applied Probability 38 (3), 647-658, 2001
1022001
Credit risk models with incomplete information
X Guo, RA Jarrow, Y Zeng
Mathematics of operations research 34 (2), 320-332, 2009
1002009
Impulse control of multidimensional jump diffusions
MHA Davis, X Guo, G Wu
SIAM Journal on Control and Optimization 48 (8), 5276-5293, 2010
932010
Modeling the recovery rate in a reduced form model
X Guo, RA Jarrow, Y Zeng
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009
752009
Connections between singular control and optimal switching
X Guo, P Tomecek
SIAM Journal on Control and Optimization 47 (1), 421-443, 2008
722008
Entropy regularization for mean field games with learning
X Guo, R Xu, T Zariphopoulou
Mathematics of Operations research 47 (4), 3239-3260, 2022
592022
Smooth fit principle for impulse control of multidimensional diffusion processes
X Guo, G Wu
SIAM Journal on Control and Optimization 48 (2), 594-617, 2009
592009
Optimal placement in a limit order book: an analytical approach
X Guo, A De Larrard, Z Ruan
Mathematics and Financial Economics 11, 189-213, 2017
572017
Inside information and stock fluctuations
X Guo
Rutgers The State University of New Jersey, School of Graduate Studies, 1999
571999
Optimal execution with multiplicative price impact
X Guo, M Zervos
SIAM Journal on Financial Mathematics 6 (1), 281-306, 2015
512015
Quantitative trading: algorithms, analytics, data, models, optimization
X Guo, TL Lai, H Shek, SPS Wong
Chapman and Hall/CRC, 2017
482017
Mean-field controls with Q-learning for cooperative MARL: convergence and complexity analysis
H Gu, X Guo, X Wei, R Xu
SIAM Journal on Mathematics of Data Science 3 (4), 1168-1196, 2021
472021
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