| Information and option pricings X Guo Quantitative Finance 1 (1), 38, 2001 | 338 | 2001 |
| On the optimality of conditional expectation as a Bregman predictor A Banerjee, X Guo, H Wang IEEE Transactions on Information Theory 51 (7), 2664-2669, 2005 | 297 | 2005 |
| Closed-form solutions for perpetual American put options with regime switching Q Zhang, X Guo SIAM Journal on Applied Mathematics 64 (6), 2034-2049, 2004 | 259 | 2004 |
| Irreversible investment with regime shifts X Guo, J Miao, E Morellec Journal of Economic Theory 122 (1), 37-59, 2005 | 208 | 2005 |
| An explicit solution to an optimal stopping problem with regime switching X Guo Journal of Applied Probability 38 (2), 464-481, 2001 | 197 | 2001 |
| Learning mean-field games X Guo, A Hu, R Xu, J Zhang Advances in neural information processing systems 32, 2019 | 152 | 2019 |
| Optimal partially reversible investment with entry decision and general production function X Guo, H Pham Stochastic Processes and their Applications 115 (5), 705-736, 2005 | 111 | 2005 |
| Optimal selling rules in a regime switching model X Guo, Q Zhang IEEE Transactions on Automatic Control 50 (9), 1450-1455, 2005 | 106 | 2005 |
| Some optimal stopping problems with nontrivial boundaries for pricing exotic options X Guo, L Shepp Journal of Applied Probability 38 (3), 647-658, 2001 | 101 | 2001 |
| Credit risk models with incomplete information X Guo, RA Jarrow, Y Zeng Mathematics of operations research 34 (2), 320-332, 2009 | 98 | 2009 |
| Impulse control of multidimensional jump diffusions MHA Davis, X Guo, G Wu SIAM Journal on Control and Optimization 48 (8), 5276-5293, 2010 | 92 | 2010 |
| Modeling the recovery rate in a reduced form model X Guo, RA Jarrow, Y Zeng Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 75 | 2009 |
| Connections between singular control and optimal switching X Guo, P Tomecek SIAM Journal on Control and Optimization 47 (1), 421-443, 2008 | 66 | 2008 |
| Smooth fit principle for impulse control of multidimensional diffusion processes X Guo, G Wu SIAM Journal on Control and Optimization 48 (2), 594-617, 2009 | 57 | 2009 |
| Inside information and stock fluctuations X Guo Rutgers The State University of New Jersey, School of Graduate Studies, 1999 | 56 | 1999 |
| Optimal execution with multiplicative price impact X Guo, M Zervos SIAM Journal on Financial Mathematics 6 (1), 281-306, 2015 | 52 | 2015 |
| Entropy regularization for mean field games with learning X Guo, R Xu, T Zariphopoulou Mathematics of Operations research 47 (4), 3239-3260, 2022 | 46 | 2022 |
| Distressed debt prices and recovery rate estimation X Guo, RA Jarrow, H Lin Review of Derivatives Research 11, 171-204, 2008 | 45 | 2008 |
| Information reduction in credit risk models X Guo, RA Jarrow, Y Zeng Preprint, Cornell University, 2005 | 45 | 2005 |
| Quantitative trading: algorithms, analytics, data, models, optimization X Guo, TL Lai, H Shek, SPS Wong CRC Press, 2017 | 44 | 2017 |
