Items where Author is "Xing, Hao"

Number of items: 21.
Article
  • Convex duality for Epstein-Zin stochastic differential utility. (2018) Matoussi, Anis; Xing, Hao
  • Asset pricing under optimal contracts. (2018) Cvitanić, Jakŝa; Xing, Hao
  • A class of globally solvable Markovian quadratic BSDE systems and applications. (2018) Xing, Hao; Žitković, Gordan picture_as_pdf
  • BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data. (2017) Cosso, Andrea; Pham, Huyên; Xing, Hao
  • Long term optimal investment in matrix valued factor models. (2017) Robertson, Scott; Xing, Hao
  • Consumption investment optimization with Epstein-Zin utility in incomplete markets. (2017) Xing, Hao
  • Robust portfolios and weak incentives in long-run investments. (2017) Guasoni, Paolo; Muhle-Karbe, Johannes; Xing, Hao
  • Stability of the exponential utility maximization problem with respect to preferences. (2017) Xing, Hao
  • Asymptotic Glosten-Milgrom equilibrium. (2015) Li, Cheng; Xing, Hao
  • Large time behavior of solutions to semi-linear equations with quadratic growth in the gradient. (2015) Robertson, Scott; Xing, Hao
  • Abstract, classic, and explicit turnpikes. (2014) Guasoni, Paolo; Kardaras, Constantinos; Robertson, Scott; Xing, Hao
  • Point process bridges and weak convergence of insider trading models. (2013) Cetin, Umut; Xing, Hao
  • Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions. (2012) Jena, Rudra P.; Kim, Kyoung-Kuk; Xing, Hao
  • On backward stochastic differential equations and strict local martingales. (2012) Xing, Hao
  • Valuation equations for stochastic volatility models. (2012) Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao
  • Regularity of the optimal stopping problem for jump diffusions. (2012) Bayraktar, Erhan; Xing, Hao
  • Strict local martingale deflators and valuing American call-type options. (2011) Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao
  • On the uniqueness of classical solutions of Cauchy problems. (2010) Bayraktar, Erhan; Xing, Hao
  • Pricing Asian options for jump diffusion. (2010) Bayraktar, Erhan; Xing, Hao
  • Analysis of the optimal exercise boundary of American options for jump diffusions. (2009) Bayraktar, Erhan; Xing, Hao
  • Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. (2009) Bayraktar, Erhan; Xing, Hao