Hao Xing
Finance · with Bayraktar · 2011–2016
A researcher in the Science corpus: 2 papers; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 20 citations into it
- Applied Mathematics — 9 citations into it
- Computational Theory and Mathematics — 7 citations into it
- Economics and Econometrics — 7 citations into it
Whom Hao Xing trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- M. Kobylanski
- Revaz Tevzadze
- François Delarue
- Jin E. Zhang
- Alain Bensoussan
- Ying Hu
- Steven Kou
- P. Briand
- Patrick Cheridito
- Jens Frehse
Papers from Hao Xing's perspective
Ordered by how strongly the researchers Hao Xing trusts endorse each paper. Same corpus, a different order for every researcher.
- Backward stochastic differential equations and partial differential equations with quadratic growth
- Solvability of backward stochastic differential equations with quadratic growth
- Quadratic BSDEs with convex generators and unbounded terminal conditions
- A financial market with interacting investors: does an equilibrium exist?
- Fast narrow bounds on the value of Asian options
- Estimates of the Solutions of a System of Quasi-linear PDEs. A Probabilistic Scheme
- A Semi-Analytical Method for Pricing and Hedging Continuously Sampled Arithmetic Average Rate Options
- Stochastic Games for N Players
- BSDEs with terminal conditions that have bounded Malliavin derivative
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations
Their papers
- A class of globally solvable Markovian quadratic BSDE systems and applications (2016) — 83 citations
- PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (2011) — 48 citations