1. Calibration of local‐stochastic volatility models by optimal transport. (9th August 2021) Authors: Guo, Ivan; Loeper, Grégoire; Wang, Shiyi Journal: Mathematical finance Issue: Volume 32:Number 1(2022) Page Start: 46 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. On the nonexistence of pseudo-generalized quadrangles. (October 2020) Authors: Guo, Ivan; Koolen, Jack H.; Markowsky, Greg; Park, Jongyook Journal: European journal of combinatorics Issue: Volume 89(2020) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Portfolio optimization with a prescribed terminal wealth distribution. Issue 2 (1st February 2022) Authors: Guo, Ivan; Langrené, Nicolas; Loeper, Grégoire; Ning, Wei Journal: Quantitative finance Issue: Volume 22:Issue 2(2022) Page Start: 333 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗