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Items where Author is "Guo, Xin"

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Guo, Xin and Zervos, Mihail ORCID: 0000-0001-5194-6881 (2015) Optimal execution with multiplicative price impact. SIAM Journal on Financial Mathematics, 6 (1). pp. 281-306. ISSN 1945-497X

Guo, Xin and Zervos, Mihail ORCID: 0000-0001-5194-6881 (2010) Pi options. Stochastic Processes and Their Applications, 120 (7). pp. 1033-1059. ISSN 0304-4149

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