The following pages link to Hao Xing (Q388872):
Displaying 33 items.
- Point process bridges and weak convergence of insider trading models (Q388873) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions (Q436302) (← links)
- Abstract, classic, and explicit turnpikes (Q471171) (← links)
- Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
- On Randers metrics with isotropic \(S\)-curvature (Q943518) (← links)
- Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (Q1044217) (← links)
- Asset pricing under optimal contracts (Q1693186) (← links)
- Guaranteed cost finite-time control of positive switched nonlinear systems with \(D\)-perturbation (Q1698489) (← links)
- BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data (Q1700380) (← links)
- Guaranteed cost finite-time control of discrete-time positive impulsive switched systems (Q1722697) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Strict local martingale deflators and valuing American call-type options (Q1761442) (← links)
- Extract intelligible and concise fuzzy rules from neural networks (Q1867676) (← links)
- Radner equilibrium and systems of quadratic BSDEs with discontinuous generators (Q2094573) (← links)
- Nonfragile observer-based guaranteed cost finite-time control of discrete-time positive impulsive switched systems (Q2278402) (← links)
- Finite-time control of uncertain fractional-order positive impulsive switched systems with mode-dependent average dwell time (Q2338314) (← links)
- Guaranteed cost finite-time control of fractional-order nonlinear positive switched systems with \(D\)-perturbations via MDADT (Q2419755) (← links)
- Large Time Behavior of Solutions to SemiLinear Equations with Quadratic Growth in the Gradient (Q2810056) (← links)
- Regularity of the Optimal Stopping Problem for Jump Diffusions (Q2910907) (← links)
- ROBUST PORTFOLIOS AND WEAK INCENTIVES IN LONG-RUN INVESTMENTS (Q2968272) (← links)
- STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES (Q2968273) (← links)
- PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (Q3069960) (← links)
- ON EFFECTIVE F-THEORY ACTION IN TYPE IIA COMPACTIFICATIONS (Q3442775) (← links)
- Analysis of the Optimal Exercise Boundary of American Options for Jump Diffusions (Q3553810) (← links)
- On the uniqueness of classical solutions of Cauchy problems (Q3566668) (← links)
- Valuation Equations for Stochastic Volatility Models (Q4902218) (← links)
- Convex duality for Epstein–Zin stochastic differential utility (Q4962461) (← links)
- Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality (Q5050088) (← links)
- (Q5062630) (← links)
- (Q5199728) (← links)
- Asymptotic Glosten--Milgrom Equilibrium (Q5250045) (← links)
- Long-Term Optimal Investment in Matrix Valued Factor Models (Q5280243) (← links)
