Guiyuan Ma

Identifiers

• name variant Guiyuan Ma 0.60 · backfill

Papers (3)

1. Pricing American options with exogenous and endogenous transaction costs q-fin.MF · 2025 · author #3
2. Robust portfolio optimization with multi-factor stochastic volatility q-fin.MF · 2019 · author #3
3. Valuation of contingent claims with short selling bans under an equal-risk pricing framework q-fin.MF · 2019 · author #1

Mentions

• 2509.00485 #3 · arxiv_oai · confidence 0.70 Guiyuan Ma
• 1910.04960 #1 · arxiv_oai · confidence 0.70 Guiyuan Ma
• 1910.06872 #3 · arxiv_oai · confidence 0.70 Guiyuan Ma

Frequent Coauthors

• Song-Ping Zhu 2 shared papers
• Ben-zhang Yang 1 shared papers
• Dong Yan 1 shared papers
• Ivan Guo 1 shared papers
• Xiaoping Lu 1 shared papers
• Xin-Jiang He 1 shared papers
• Xin-Jie Huang 1 shared papers