X. Guo. Cesàrosummability of
Fourier series on unitary groups under the critical index, Chinese
Annals of Mathematics, 15A(4):386-395, 1994. Also in Chinese
Journal of Contemporary Mathematics, 15(3):215-226, 1994.
X. Guo, R. A. Jarrow, and A. de Larrard. Economic default time and the arcsine law, Journal of Financial Engineering, DOI: http://dx.doi.org/10.1142/S2345768614500251, 2014.
X. Guo, C. Pan.
Ito's calculus in a sublinear expectation space expectations via
regularity of PDEs and rough path,
Stochastic Processes and their Applications,
DOI: 10.1016/j.spa.2017.08.008, 2017.
Q. Yu, S. Gong, and X. Guo.
Schwarzian derivative of holomorphic mappings, Singularities and
complex geometry (Q. Lu, S. S. T. Yau, and
A. Libgober, eds.), AMS/IP Studies in
Advanced Mathematics, 5:317-323, 1997.
X. Guo. A regime
switching model: Statistical estimation, empirical evidence, and change
point detection, Proc. SIAM-AMS-IMA Research Conference in
Mathematical Finance, 139-155, 2004.
X. Guo. Some lookback option pricing problems, Chapter in
Recent Developments in Mathematical Finance (J. Young, ed.),
39-49, World Scientific Publishers, 2002.
X. Guo and L. Shepp. Option
pricing in a world with arbitrage, Chapter in Stochastic
Optimization: Algorithms and Applications (
S. Ursayev and M. Pardalos,
eds.), 87-96, Kluwer Academic Publishers, 2000.