papers
Publications (24)
math.OC2012
Regularity of the Optimal Stopping Problem for Jump Diffusions
Erhan Bayraktar, Hao Xing
q-fin.PR2012
Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions
Rudra P. Jena, Kyoung-Kuk Kim, Hao Xing
math.AP2014
Large time behavior of solutions to semi-linear equations with quadratic growth in the gradient
Scott Robertson, Hao Xing
math.PR2013
Point process bridges and weak convergence of insider trading models
Umut Ãetin, Hao Xing
math.PR2015
Consumption investment optimization with Epstein-Zin utility in incomplete markets
Hao Xing
math.PR2017
Incomplete stochastic equilibria for dynamic monetary utility
Constantinos Kardaras, Hao Xing, Gordan ŽitkoviÄ
q-fin.MF2014
Long Term Optimal Investment in Matrix Valued Factor Models
Scott Robertson, Hao Xing
math.PR2017
A class of globally solvable Markovian quadratic BSDE systems and applications
Hao Xing, Gordan ŽitkoviÄ
q-fin.RM2019
Capital allocation under the Fundamental Review of Trading Book
Luting Li, Hao Xing
math.PR2017
BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data
Andrea Cosso, Huyên Pham, Hao Xing
q-fin.PM2012
Abstract, Classic, and Explicit Turnpikes
Paolo Guasoni, Constantinos Kardaras, Scott Robertson +1
math.AP2009
On the uniqueness of classical solutions of Cauchy problems
Erhan Bayraktar, Hao Xing
math.PR2008
Analysis of the optimal exercise boundary of American options for jump diffusions
Erhan Bayraktar, Hao Xing
q-fin.MF2016
Convex duality for stochastic differential utility
Anis Matoussi, Hao Xing
q-fin.TR2015
Asymptotic Glosten Milgrom equilibrium
Cheng Li, Hao Xing
q-fin.PM2013
Stability of the exponential utility maximization problem with respect to preferences
Hao Xing
math.PR2011
On backward stochastic differential equations and strict local martingales
Hao Xing
cs.CE2008
Pricing American Options for Jump Diffusions by Iterating Optimal Stopping Problems for Diffusions
Erhan Bayraktar, Hao Xing
cs.CV2019
Product Image Recognition with Guidance Learning and Noisy Supervision
Qing Li, Xiaojiang Peng, Liangliang Cao +3
q-fin.PR2009
Strict Local Martingale Deflators and Pricing American Call-Type Options
Erhan Bayraktar, Constantinos Kardaras, Hao Xing
cs.CE2008
Pricing Asian Options for Jump Diffusions
Erhan Bayraktar, Hao Xing
q-fin.PM2014
Robust Portfolios and Weak Incentives in Long-Run Investments
Paolo Guasoni, Johannes Muhle-Karbe, Hao Xing
math.PR2011
Valuation equations for stochastic volatility models
Erhan Bayraktar, Constantinos Kardaras, Hao Xing
hep-th2006
On effective F-theory action in type IIA compactifications
Igor Kriz, Hao Xing