| Computational methods for martingale optimal transport problems G Guo, J Obłój The Annals of Applied Probability 29 (6), 3311-3347, 2019 | 89 | 2019 |
| Tightness and duality of martingale transport on the Skorokhod space G Guo, X Tan, N Touzi Stochastic Processes and their Applications 127 (3), 927-956, 2017 | 43 | 2017 |
| Optimal Skorokhod embedding under finitely many marginal constraints G Guo, X Tan, N Touzi SIAM Journal on Control and Optimization 54 (4), 2174-2201, 2016 | 41 | 2016 |
| Strong equivalence between metrics of Wasserstein type E Bayraktar, G Guo | 35 | 2021 |
| Robust pricing and hedging of options on multiple assets and its numerics S Eckstein, G Guo, T Lim, J Obłój SIAM Journal on Financial Mathematics 12 (1), 158-188, 2021 | 34 | 2021 |
| Generalized arbitrage-free SVI volatility surfaces G Guo, A Jacquier, C Martini, L Neufcourt SIAM Journal on Financial Mathematics 7 (1), 619-641, 2016 | 32 | 2016 |
| On the monotonicity principle of optimal Skorokhod embedding problem G Guo, X Tan, N Touzi SIAM Journal on Control and Optimization 54 (5), 2478-2489, 2016 | 30 | 2016 |
| McKean-Vlasov equations involving hitting times: blow-ups and global solvability E Bayraktar, G Guo, W Tang, Y Zhang arXiv preprint arXiv:2010.14646, 2020 | 8* | 2020 |
| Some results on Skorokhod embedding and robust hedging with local time J Claisse, G Guo, P Henry-Labordère Journal of Optimization Theory and Applications 179, 569-597, 2018 | 5 | 2018 |
| Robust hedging of options on local time J Claisse, G Guo, P Henry-Labordere Available at SSRN 2692982, 2015 | 5 | 2015 |
| Mean field game of mutual holding with defaultable agents, and systemic risk MF Djete, G Guo, N Touzi arXiv preprint arXiv:2303.07996, 2023 | 4 | 2023 |
| Systemic robustness: a mean-field particle system approach E Bayraktar, G Guo, W Tang, YP Zhang arXiv preprint arXiv:2212.08518, 2022 | 4 | 2022 |
| A stability result on optimal Skorokhod embedding G Guo arXiv preprint arXiv:1701.08204, 2017 | 2 | 2017 |
| Randomness and early termination: what makes a game exciting? G Guo, D Possamaï, C Reisinger arXiv preprint arXiv:2306.07133, 2023 | 1 | 2023 |
| Mean-field limit of particle systems with absorption G Guo, M Tomasevic arXiv preprint arXiv:2310.10742, 2023 | | 2023 |
| On the mean-field Belavkin filtering equation S Chalal, NH Amini, G Guo IEEE Control Systems Letters, 2023 | | 2023 |
| An invitation to quantum mean-field filtering and control S Chalal, NH Amini, G Guo arXiv preprint arXiv:2303.09667, 2023 | | 2023 |
| Mean field game of mutual holding with defaultable agents, and systemic risk M Fabrice Djete, G Guo, N Touzi arXiv e-prints, arXiv: 2303.07996, 2023 | | 2023 |
| Continuous-time Martingale Optimal Transport and Optimal Skorokhod Embedding G Guo Université Paris Saclay (COmUE), 2016 | | 2016 |
TOUZI NizarEcole PolytechniqueVerified email at polytechnique.edu
