A class of globally solvable Markovian quadratic BSDE systems and applications H Xing, G Žitković | 82 | 2018 |
On Randers metrics with isotropic S-curvature ZM Shen, H Xing Acta Mathematica Sinica, English Series 24 (5), 789-796, 2008 | 78 | 2008 |
Pricing Asian options for jump diffusion E Bayraktar, H Xing Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011 | 76 | 2011 |
Consumption–investment optimization with Epstein–Zin utility in incomplete markets H Xing Finance and Stochastics 21, 227-262, 2017 | 54 | 2017 |
Incomplete stochastic equilibria with exponential utilities close to Pareto optimality C Kardaras, H Xing, G Žitković Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative …, 2022 | 47* | 2022 |
Analysis of the optimal exercise boundary of American options for jump diffusions E Bayraktar, H Xing SIAM Journal on Mathematical Analysis 41 (2), 825-860, 2009 | 42 | 2009 |
The dark side of circuit breakers H Chen, A Petukhov, J Wang, H Xing The Journal of Finance 79 (2), 1405-1455, 2024 | 39 | 2024 |
Asset pricing under optimal contracts J Cvitanić, H Xing Journal of Economic Theory 173, 142-180, 2018 | 33 | 2018 |
Convex duality for Epstein–Zin stochastic differential utility A Matoussi, H Xing Mathematical Finance 28 (4), 991-1019, 2018 | 28 | 2018 |
Valuation equations for stochastic volatility models E Bayraktar, C Kardaras, H Xing SIAM Journal on Financial Mathematics 3 (1), 351-373, 2012 | 27 | 2012 |
The geometric meaning of Randers metrics with isotropic S-curvature H Xing Adv. Math.(China) 34 (6), 717-730, 2005 | 27 | 2005 |
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions E Bayraktar, H Xing Mathematical Methods of Operations Research 70 (3), 505-525, 2009 | 26 | 2009 |
Strict local martingale deflators and valuing American call-type options E Bayraktar, C Kardaras, H Xing Finance and Stochastics 16 (2), 275-291, 2012 | 21 | 2012 |
Dynamic discrete choice under rational inattention J Miao, H Xing Economic Theory 77 (3), 597-652, 2024 | 18* | 2024 |
Regularity of the optimal stopping problem for jump diffusions E Bayraktar, H Xing SIAM Journal on Control and Optimization 50 (3), 1337-1357, 2012 | 18* | 2012 |
On the uniqueness of classical solutions of Cauchy problems E Bayraktar, H Xing Proceedings of the American Mathematical Society 138 (6), 2061-2064, 2010 | 18 | 2010 |
Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions RP Jena, KK Kim, H Xing Stochastic Processes and their Applications 122 (8), 2961-2993, 2012 | 16 | 2012 |
Abstract, classic, and explicit turnpikes P Guasoni, C Kardaras, S Robertson, H Xing Finance and stochastics 18, 75-114, 2014 | 14 | 2014 |
Large time behavior of solutions to semilinear equations with quadratic growth in the gradient S Robertson, H Xing SIAM Journal on Control and Optimization 53 (1), 185-212, 2015 | 13 | 2015 |
Robustness and dynamic sentiment PJ Maenhout, A Vedolin, H Xing Available at SSRN 3798445, 2021 | 12* | 2021 |