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Matoussi, Anis and Xing, Hao (2018) Convex duality for Epstein-Zin stochastic differential utility. Mathematical Finance, 28 (4). pp. 991-1019. ISSN 0960-1627
Cvitanić, Jakŝa and Xing, Hao (2018) Asset pricing under optimal contracts. Journal of Economic Theory, 173. pp. 142-180. ISSN 1095-7235
Xing, Hao and Žitković, Gordan (2018) A class of globally solvable Markovian quadratic BSDE systems and applications. Annals of Probability, 46 (1). pp. 491-550. ISSN 0091-1798
Cosso, Andrea, Pham, Huyên and Xing, Hao (2017) BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 53 (4). pp. 1528-1547. ISSN 0246-0203
Robertson, Scott and Xing, Hao (2017) Long term optimal investment in matrix valued factor models. SIAM Journal on Financial Mathematics, 8 (1). pp. 400-434. ISSN 1945-497X
Xing, Hao (2017) Consumption investment optimization with Epstein-Zin utility in incomplete markets. Finance and Stochastics, 21 (1). pp. 227-262. ISSN 0949-2984
Guasoni, Paolo, Muhle-Karbe, Johannes and Xing, Hao (2017) Robust portfolios and weak incentives in long-run investments. Mathematical Finance, 27 (1). pp. 3-37. ISSN 0960-1627
Xing, Hao (2017) Stability of the exponential utility maximization problem with respect to preferences. Mathematical Finance, 27 (1). pp. 38-67. ISSN 0960-1627
Li, Cheng and Xing, Hao (2015) Asymptotic Glosten-Milgrom equilibrium. SIAM Journal on Financial Mathematics, 6 (1). pp. 242-280. ISSN 1945-497X
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
Guasoni, Paolo, Kardaras, Constantinos 
ORCID: 0000-0001-6903-4506, Robertson, Scott and Xing, Hao
(2014)
Abstract, classic, and explicit turnpikes.
Finance and Stochastics, 18 (1).
pp. 75-114.
ISSN 0949-2984
Cetin, Umut ORCID: 0000-0001-8905-853X 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
Jena, Rudra P., Kim, Kyoung-Kuk and Xing, Hao (2012) Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions. Stochastic Processes and Their Applications, 122 (8). pp. 2961-2993. ISSN 0304-4149
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
Bayraktar, Erhan, Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Xing, Hao
(2012)
Valuation equations for stochastic volatility models.
SIAM Journal on Financial Mathematics, 3 (1).
pp. 351-373.
ISSN 1945-497X
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
Bayraktar, Erhan, Kardaras, Constantinos ORCID: 0000-0001-6903-4506 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
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
Bayraktar, Erhan and Xing, Hao (2010) Pricing Asian options for jump diffusion. Mathematical Finance, 21 (1). pp. 117-143. ISSN 0960-1627
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
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
