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Zhiyu Guo

ORCID: 0000-0003-0802-1175
Observed ORCID: 0000-0003-0802-1175
OpenAlex ID: A5102011353
An Empirical Investigation to the “Skew” Phenomenon in Stock Index Markets: Evidence from the Nikkei 225 and Others
2019 · Yizhou Bai, Zhiyu Guo · Sustainability · 6
Lattice-based hedging schemes under GARCH models
2021 · Maciej Augustyniak, Alexandru Badescu, et al. · Quantitative Finance · 4
A lattice approach for option pricing under a regime-switching GARCH-jump model
2021 · Zhiyu Guo, Yizhou Bai · Probability in the Engineering and Informational Sciences · 3
Pricing VIX Futures and Options With Good and Bad Volatility of Volatility
2024 · Zhiyu Guo, Zhuo Huang, et al. · Journal of Futures Markets · 2
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Efficient Implementation of Tree-Based Option Pricing and Hedging Algorithms under GARCH Models
2023 · Zhiyu Guo, Maciej Augustyniak, et al. · The Journal of Derivatives · 2
VIX Option Pricing With Detected Jumps
2025 · Zhiyu Guo, Zhuo Huang, et al. · Journal of Futures Markets · 1
Study on Kinematical Characteristics of Level C Difficulty Jump in Competitive Wushu
2006 · Zhiyu Guo · Tiyu kexue
Works count: 7
Citation count: 18
H-index: 3
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