| 1. |
Xing, Hao
(2016)
Consumption investment optimization with Epstein-Zin utility in incomplete markets.
Finance and Stochastics
.
pp. 1-36.
ISSN 0949-2984
| ![[img]](/64663/1.hassmallThumbnailVersion/__lse.ac.uk_storage_LIBRARY_Secondary_libfile_shared_repository_Content_Xing%2C%20H_Consumption%20investment_Xing_Consumption%20investment_2015.pdf)  Preview |
| |
| 2. |
Li, Cheng and Xing, Hao
(2015)
Asymptotic Glosten-Milgrom equilibrium.
SIAM Journal on Financial Mathematics, 6
(1).
pp. 242-280.
ISSN 1945-497X
| ![[img]](/60579/1.hassmallThumbnailVersion/__lse.ac.uk_storage_LIBRARY_Secondary_libfile_shared_repository_Content_Xing%2C%20H_Asymptotic%20Glosten-Milgrom_Xing_Asymptotic%20Glosten-Milgrom%20_2016.pdf)  Preview |
| |
| 3. |
Robertson, Scott and Xing, Hao
(2015)
Large time behavior of solutions to semi-linear equations with quadratic growth in the gradient.
SIAM Journal on Control and Optimization, 53
(1).
pp. 185-212.
ISSN 0363-0129
| ![[img]](/60578/1.hassmallThumbnailVersion/__lse.ac.uk_storage_LIBRARY_Secondary_libfile_shared_repository_Content_Xing%2C%20H_Large%20time%20behavior_Xing_Large%20time%20behavior_2014.pdf)  Preview |
| |
| 4. |
Xing, Hao
(2014)
Stability of the exponential utility maximization problem with respect to preferences.
Mathematical Finance
.
ISSN 0960-1627
| ![[img]](/57213/1.hassmallThumbnailVersion/__lse.ac.uk_storage_LIBRARY_Secondary_libfile_shared_repository_Content_Xing%2C%20H_Xing_Stability_exponential_utility_2014_Xing_Stability_exponential_utility_2014.pdf)  Preview |
| |
| 5. |
Guasoni, Paolo, Kardaras, Constantinos, Robertson, Scott and Xing, Hao
(2014)
Abstract, classic, and explicit turnpikes.
Finance and Stochastics, 18
(1).
pp. 75-114.
ISSN 0949-2984
Not available from LSE Research Online. | | |
| 6. |
Guasoni, Paolo, Muhle-Karbe, Johannes and Xing, Hao
(2014)
Robust portfolios and weak incentives in long-run investments.
Mathematical Finance, online
.
pp. 1-35.
ISSN 0960-1627
Item availability restricted. | | |
| 7. |
Cetin, Umut and Xing, Hao
(2013)
Point process bridges and weak convergence of insider trading models.
Electronic Journal of Probability, 18
(26).
pp. 1-24.
ISSN 1083-6489
| ![[img]](/48745/1.hassmallThumbnailVersion/Cetin_Point_%20process_bridges_2012.pdf)  Preview |
| |
| 8. |
Zou, Bin, Xing, Minjie, Wang, Yuping, Sun, Mingyu and Xiang, Catherine H.
(2013)
Computer-assisted foreign language teaching and learning: technological advances.
IGI Global.
ISBN 9781466628212
Not available from LSE Research Online. | | |
| 9. |
Zou, Bin, Xing, Minjie, Xiang, Catherine H., Wang, Yuping and Sun, Mingyu
(2013)
Preface: Intergrating computer technology in foreign language learning and teaching.
In: Zou, Bin, Xing, Minjie, Wang, Yuping, Sun, Mingyu and Xiang, Catherine H., (eds.)
Computer-Assisted Foreign Language Teaching and Learning.
IGI Global, Hershey, PA, USA, xv-xvii.
ISBN 9781466628212
Not available from LSE Research Online. | | |
| 10. |
Jena, Rudra P., Kim, Kyoung-Kuk and Xing, Hao
(2012)
Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions.
Stochastics Processes and Their Applications, 122
(8).
pp. 2961-2993.
ISSN 0304-4149
Not available from LSE Research Online. | | |
| 11. |
Xing, Hao
(2012)
On backward stochastic differential equations and strict local martingales.
Stochastic Processes and Their Applications, 122
(6).
pp. 2265-2291.
ISSN 0304-4149
Not available from LSE Research Online. | | |
| 12. |
Bayraktar, Erhan, Kardaras, Constantinos and Xing, Hao
(2012)
Valuation equations for stochastic volatility models.
SIAM Journal on Financial Mathematics, 3
(1).
pp. 351-373.
ISSN 1945-497X
| ![[img]](/43460/1.hassmallThumbnailVersion/Xing_etal_Valuation_equations_for_stochastic_volatility_models_2012.pdf)  Preview |
| |
| 13. |
Bayraktar, Erhan and Xing, Hao
(2012)
Regularity of the optimal stopping problem for jump diffusions.
SIAM Journal on Control and Optimization, 50
(3).
pp. 1337-1357.
ISSN 0363-0129
Not available from LSE Research Online. | | |
| 14. |
Wang, Xing
(2011)
Governments' involvement in internet governance: a literature review.
In: The 5th International Conference on Management and Service Science (MASS 2011), 12-14 August 2011, Wuhan, China.
Not available from LSE Research Online. | | |
| 15. |
Bayraktar, Erhan, Kardaras, Constantinos and Xing, Hao
(2011)
Strict local martingale deflators and valuing American call-type options.
Finance and Stochastics, 16
(2).
pp. 275-291.
ISSN 0949-2984
Not available from LSE Research Online. | | |
| 16. |
Bayraktar, Erhan and Xing, Hao
(2010)
On the uniqueness of classical solutions of Cauchy problems.
Proceedings of the American Mathematical Society, 138
(06).
pp. 2061-2064.
ISSN 0002-9939
Not available from LSE Research Online. | | |
| 17. |
Bayraktar, Erhan and Xing, Hao
(2010)
Pricing Asian options for jump diffusion.
Mathematical Finance, 21
(1).
pp. 117-143.
ISSN 0960-1627
Not available from LSE Research Online. | | |
| 18. |
Bayraktar, Erhan and Xing, Hao
(2009)
Analysis of the optimal exercise boundary of American options for jump diffusions.
SIAM Journal on Mathematical Analysis, 41
(2).
pp. 825-860.
ISSN 0036-1410
Not available from LSE Research Online. | | |
| 19. |
Bayraktar, Erhan and Xing, Hao
(2009)
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions.
Mathematical Methods of Operations Research, 70
(3).
pp. 505-525.
ISSN 1432-2994
Not available from LSE Research Online. | | |
| 20. |
von Hardenberg, Jost, Kenning, David B. R., Xing, Huijuan and Smith, Leonard A.
(2004)
Identification of nucleation site interactions.
International Journal of Heat and Fluid Flow, 25
(2).
pp. 298-304.
ISSN 0142-727X
Not available from LSE Research Online. | | |