Concepedia

Hao Xing

HX

Statistics

Publications

23

Citations

616

H-Index

16

Active since

2005

Affiliations

London School of Economics and Political Science(Current)

University of Michigan

Boston University

Quest University Canada

The University of Texas at Austin

Hao Xing is an author at London School of Economics and Political Science specializing in engineering, stochastic calculus, and business.

Top concepts

EngineeringStochastic CalculusBusinessFinanceEconomicsAsset PricingOption PricingProbabilityJump DiffusionsEconomic Analysis

Publications per year

2005–2024

23

Publications

23

A class of globally solvable Markovian quadratic BSDE systems and applications

Hao Xing, Gordan Žitković · The Annals of Probability · 2018 · 69 citations · Full text

Stochastic Hybrid System, Engineering, Stochastic Processes +10

On Randers metrics with isotropic S-curvature

Zhong Min Shen, Hao Xing · Acta Mathematica Sinica English Series · 2008 · 67 citations

Global Geometry, Geometry, Riemannian Geometry +2

PRICING ASIAN OPTIONS FOR JUMP DIFFUSION

Erhan Bayraktar, Hao Xing · Mathematical Finance · 2010 · 60 citations

Numerical Analysis, Numerical Method For Partial Differential Equation, Option Pricing +14

Consumption–investment optimization with Epstein–Zin utility in incomplete markets

Hao Xing · Finance and Stochastics · 2016 · 47 citations · Full text

Economics, Business, Economic Analysis +3

Analysis of the Optimal Exercise Boundary of American Options for Jump Diffusions

Erhan Bayraktar, Hao Xing · SIAM Journal on Mathematical Analysis · 2009 · 32 citations

Option Pricing, Jump Distribution, Derivative Pricing +7

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