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researcher

Ivan Guo

4 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • last author2

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • q-fin.PR2
  • math.PR1
  • q-fin.MF1
ORCID 0000-0002-6483-6654
same name
  • Ivan Guo — 6 papers, h 10

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedArbitrage Pricing of Multi-person Game Contingent Claims

2 citations · 2 across the 4 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2014

Stochastic Multi-player Competitive Games in Discrete Time

Ivan Guo, Marek Rutkowski

A new class of multi-player competitive stochastic games in discrete-time with an affine specification of the redistribution of payoffs at exercise is proposed and examined. Our ga…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.