Edit Profile (opens in new tab) Xing, Hao Co-Author Distance Author ID: xing.hao Published as: Xing, Hao External Links: MGP Documents Indexed: 39 Publications since 2002, including 5 Additional arXiv Preprints Co-Authors: 28 Co-Authors with 32 Joint Publications 1,042 Co-Co-Authors all top 5 Co-Authors 6 single-authored 7 Bayraktar, Erhan 5 Cao, Xiangyang 5 Fu, Zhumu 5 Kardaras, Constantinos 5 Liu, Leipo 4 Song, Shuzhong 3 Robertson, Scott 3 Žitković, Gordan 2 Bersudsky, Michael 2 Guasoni, Paolo 1 Cai, Xiushan 1 Çetin, Umut 1 Cosso, Andrea 1 Cvitanić, Jakša 1 Escauriaza Zubiria, Luis 1 Feng, Youyong 1 Gross, Lutz 1 Huang, Samuel H. 1 Jena, Rudra P. 1 Kim, Kyoung-Kuk 1 Kříž, Igor 1 Li, Cheng 1 Matoussi, Anis 1 Mora, Peter 1 Muhle-Karbe, Johannes 1 Pham, Huyên 1 Schwarz, Daniel C. 1 Shen, Zhongmin 1 Wang, Dehua 1 Wang, Li 1 Weatherley, Dion all top 5 Serials 4 Mathematical Finance 3 Finance and Stochastics 3 SIAM Journal on Financial Mathematics 2 SIAM Journal on Control and Optimization 2 Stochastic Processes and their Applications 2 Open Mathematics 1 International Journal of Modern Physics A 1 The Annals of Probability 1 Fuzzy Sets and Systems 1 Journal of Economic Theory 1 Proceedings of the American Mathematical Society 1 Circuits, Systems, and Signal Processing 1 Advances in Mathematics (Beijing) 1 The Annals of Applied Probability 1 SIAM Journal on Mathematical Analysis 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Complexity 1 Electronic Journal of Probability 1 Mathematical Methods of Operations Research 1 Acta Mathematica Sinica. English Series 1 The ANZIAM Journal 1 Journal of Systems Science and Complexity 1 Ludong University Journal. Natural Science Edition all top 5 Fields 19 Probability theory and stochastic processes (60-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Partial differential equations (35-XX) 8 Systems theory; control (93-XX) 2 Ordinary differential equations (34-XX) 2 Integral equations (45-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Differential geometry (53-XX) 2 Quantum theory (81-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 30 Publications have been cited 261 times in 232 Documents Cited by ▼ Year ▼ On Randers metrics with isotropic \(S\)-curvature. Zbl 1151.53065 Shen, Zhongmin; Xing, Hao 40 2008 A class of globally solvable Markovian quadratic BSDE systems and applications. Zbl 1390.60224 Xing, Hao; Žitković, Gordan 39 2018 Pricing Asian options for jump diffusion. Zbl 1229.91332 Bayraktar, Erhan; Xing, Hao 18 2011 Consumption-investment optimization with Epstein-Zin utility in incomplete markets. Zbl 1352.93107 Xing, Hao 14 2017 Incomplete stochastic equilibria with exponential utilities close to Pareto optimality. Zbl 1504.91303 Kardaras, Constantinos; Xing, Hao; Žitković, Gordan 14 2022 On the uniqueness of classical solutions of Cauchy problems. Zbl 1194.35012 Bayraktar, Erhan; Xing, Hao 11 2010 Strict local martingale deflators and valuing American call-type options. Zbl 1269.60045 Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao 11 2012 Valuation equations for stochastic volatility models. Zbl 1255.91125 Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao 11 2012 Guaranteed cost finite-time control of fractional-order nonlinear positive switched systems with \(D\)-perturbations via MDADT. Zbl 1414.93147 Liu, Leipo; Cao, Xiangyang; Fu, Zhumu; Song, Shuzhong; Xing, Hao 9 2019 Analysis of the optimal exercise boundary of American options for jump diffusions. Zbl 1188.91209 Bayraktar, Erhan; Xing, Hao 9 2009 Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. Zbl 1178.91189 Bayraktar, Erhan; Xing, Hao 8 2009 Finite-time control of uncertain fractional-order positive impulsive switched systems with mode-dependent average dwell time. Zbl 1427.93085 Liu, Leipo; Cao, Xiangyang; Fu, Zhumu; Song, Shuzhong; Xing, Hao 8 2018 Convex duality for Epstein-Zin stochastic differential utility. Zbl 1417.91470 Matoussi, Anis; Xing, Hao 8 2018 Asset pricing under optimal contracts. Zbl 1400.91535 Cvitanić, Jakša; Xing, Hao 7 2018 Abstract, classic, and explicit turnpikes. Zbl 1303.91157 Guasoni, Paolo; Kardaras, Constantinos; Robertson, Scott; Xing, Hao 7 2014 Large time behavior of solutions to semilinear equations with quadratic growth in the gradient. Zbl 1347.60089 Robertson, Scott; Xing, Hao 7 2015 Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions. Zbl 1256.60025 Jena, Rudra P.; Kim, Kyoung-Kuk; Xing, Hao 6 2012 BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data. Zbl 1387.60105 Cosso, Andrea; Pham, Huyên; Xing, Hao 5 2017 The geometric meaning of Randers metrics with isotropic \(S\)-curvature. Zbl 1482.53091 Xing, Hao 5 2005 Guaranteed cost finite-time control of discrete-time positive impulsive switched systems. Zbl 1407.93215 Liu, Leipo; Xing, Hao; Cao, Xiangyang; Fu, Zhumu; Song, Shuzhong 4 2018 Long-term optimal investment in matrix valued factor models. Zbl 1367.91169 Robertson, Scott; Xing, Hao 4 2017 Guaranteed cost finite-time control of positive switched nonlinear systems with \(D\)-perturbation. Zbl 1380.93190 Xing, Hao; Liu, Leipo; Cao, Xiangyang; Fu, Zhumu; Song, Shuzhong 3 2017 Extract intelligible and concise fuzzy rules from neural networks. Zbl 1008.68579 Huang, Samuel H.; Xing, Hao 3 2002 On backward stochastic differential equations and strict local martingales. Zbl 1272.60038 Xing, Hao 3 2012 Stability of the exponential utility maximization problem with respect to preferences. Zbl 1377.91153 Xing, Hao 2 2017 Robust portfolios and weak incentives in long-run investments. Zbl 1414.91339 Guasoni, Paolo; Muhle-Karbe, Johannes; Xing, Hao 1 2017 Point process bridges and weak convergence of insider trading models. Zbl 1284.60096 Cetin, Umut; Xing, Hao 1 2013 Regularity of the optimal stopping problem for jump diffusions. Zbl 1255.60068 Bayraktar, Erhan; Xing, Hao 1 2012 Nonfragile observer-based guaranteed cost finite-time control of discrete-time positive impulsive switched systems. Zbl 1448.93284 Liu, Leipo; Xing, Hao; Cao, Xiangyang; Cai, Xiushan; Fu, Zhumu 1 2019 On effective \(F\)-theory action in type IIA compactifications. Zbl 1118.81062 Kriz, Igor; Xing, Hao 1 2007 Incomplete stochastic equilibria with exponential utilities close to Pareto optimality. Zbl 1504.91303 Kardaras, Constantinos; Xing, Hao; Žitković, Gordan 14 2022 Guaranteed cost finite-time control of fractional-order nonlinear positive switched systems with \(D\)-perturbations via MDADT. Zbl 1414.93147 Liu, Leipo; Cao, Xiangyang; Fu, Zhumu; Song, Shuzhong; Xing, Hao 9 2019 Nonfragile observer-based guaranteed cost finite-time control of discrete-time positive impulsive switched systems. Zbl 1448.93284 Liu, Leipo; Xing, Hao; Cao, Xiangyang; Cai, Xiushan; Fu, Zhumu 1 2019 A class of globally solvable Markovian quadratic BSDE systems and applications. Zbl 1390.60224 Xing, Hao; Žitković, Gordan 39 2018 Finite-time control of uncertain fractional-order positive impulsive switched systems with mode-dependent average dwell time. Zbl 1427.93085 Liu, Leipo; Cao, Xiangyang; Fu, Zhumu; Song, Shuzhong; Xing, Hao 8 2018 Convex duality for Epstein-Zin stochastic differential utility. Zbl 1417.91470 Matoussi, Anis; Xing, Hao 8 2018 Asset pricing under optimal contracts. Zbl 1400.91535 Cvitanić, Jakša; Xing, Hao 7 2018 Guaranteed cost finite-time control of discrete-time positive impulsive switched systems. Zbl 1407.93215 Liu, Leipo; Xing, Hao; Cao, Xiangyang; Fu, Zhumu; Song, Shuzhong 4 2018 Consumption-investment optimization with Epstein-Zin utility in incomplete markets. Zbl 1352.93107 Xing, Hao 14 2017 BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data. Zbl 1387.60105 Cosso, Andrea; Pham, Huyên; Xing, Hao 5 2017 Long-term optimal investment in matrix valued factor models. Zbl 1367.91169 Robertson, Scott; Xing, Hao 4 2017 Guaranteed cost finite-time control of positive switched nonlinear systems with \(D\)-perturbation. Zbl 1380.93190 Xing, Hao; Liu, Leipo; Cao, Xiangyang; Fu, Zhumu; Song, Shuzhong 3 2017 Stability of the exponential utility maximization problem with respect to preferences. Zbl 1377.91153 Xing, Hao 2 2017 Robust portfolios and weak incentives in long-run investments. Zbl 1414.91339 Guasoni, Paolo; Muhle-Karbe, Johannes; Xing, Hao 1 2017 Large time behavior of solutions to semilinear equations with quadratic growth in the gradient. Zbl 1347.60089 Robertson, Scott; Xing, Hao 7 2015 Abstract, classic, and explicit turnpikes. Zbl 1303.91157 Guasoni, Paolo; Kardaras, Constantinos; Robertson, Scott; Xing, Hao 7 2014 Point process bridges and weak convergence of insider trading models. Zbl 1284.60096 Cetin, Umut; Xing, Hao 1 2013 Strict local martingale deflators and valuing American call-type options. Zbl 1269.60045 Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao 11 2012 Valuation equations for stochastic volatility models. Zbl 1255.91125 Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao 11 2012 Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions. Zbl 1256.60025 Jena, Rudra P.; Kim, Kyoung-Kuk; Xing, Hao 6 2012 On backward stochastic differential equations and strict local martingales. Zbl 1272.60038 Xing, Hao 3 2012 Regularity of the optimal stopping problem for jump diffusions. Zbl 1255.60068 Bayraktar, Erhan; Xing, Hao 1 2012 Pricing Asian options for jump diffusion. Zbl 1229.91332 Bayraktar, Erhan; Xing, Hao 18 2011 On the uniqueness of classical solutions of Cauchy problems. Zbl 1194.35012 Bayraktar, Erhan; Xing, Hao 11 2010 Analysis of the optimal exercise boundary of American options for jump diffusions. Zbl 1188.91209 Bayraktar, Erhan; Xing, Hao 9 2009 Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. Zbl 1178.91189 Bayraktar, Erhan; Xing, Hao 8 2009 On Randers metrics with isotropic \(S\)-curvature. Zbl 1151.53065 Shen, Zhongmin; Xing, Hao 40 2008 On effective \(F\)-theory action in type IIA compactifications. Zbl 1118.81062 Kriz, Igor; Xing, Hao 1 2007 The geometric meaning of Randers metrics with isotropic \(S\)-curvature. Zbl 1482.53091 Xing, Hao 5 2005 Extract intelligible and concise fuzzy rules from neural networks. Zbl 1008.68579 Huang, Samuel H.; Xing, Hao 3 2002 all cited Publications top 5 cited Publications all top 5 Cited by 355 Authors 12 Shen, Zhongmin 12 Xing, Hao 7 Mo, Xiaohuan 6 Hu, Ying 6 Possamaï, Dylan 6 Rafie-Rad, Mehdi 5 Bayraktar, Erhan 5 Cheng, Xinyue 5 Herdegen, Martin 5 Luo, Peng 4 Fu, Zhumu 4 Huang, Yu-Jui 4 Jackson, Joe 4 Kardaras, Constantinos 4 Li, Benling 4 Liu, Leipo 4 Muhle-Karbe, Johannes 4 Pham, Huyên 4 Yang, Guojun 4 Žitković, Gordan 3 Bandini, Elena 3 Cosso, Andrea 3 Fan, Shengjun 3 Guasoni, Paolo 3 Jin, Peng 3 Robertson, Scott 3 Rüdiger, Barbara 3 Takahashi, Akihiko 3 Tang, Shanjian 3 Tangpi, Ludovic 3 Wang, Falei 2 Aurand, Joshua 2 Barczy, Mátyás 2 Bian, Baojun 2 Cao, Xiangyang 2 Çetin, Umut 2 Chen, Yuyang 2 Choi, Jin Hyuk 2 Cui, Zhenyu 2 De Angelis, Tiziano 2 Di, Yifan 2 Dong, Peilong 2 Döring, Leif 2 Ekström, Erik 2 Elie, Romuald 2 Fan, Bo 2 Feehan, Paul M. N. 2 Fontana, Claudio 2 Forsyth, Peter A. 2 Friesen, Martin 2 Fuhrman, Marco 2 Fujii, Masaaki 2 He, Qun 2 Hernández, Camilo 2 Hobson, David Graham 2 Hubert, Emma 2 Jarrow, Robert Alan 2 Jerome, Joseph 2 Ji, Shaolin 2 Kreher, Dörte 2 Kremer, Jonas 2 Kupper, Michael 2 Li, Zenghu 2 Lin, Yiqing 2 Liu, Huaifu 2 Liu, Jiao 2 Mastrolia, Thibaut 2 Nadtochiy, Sergey 2 Pap, Gyula 2 Park, Hyungbin 2 Pop, Camelia Alexandra 2 Protter, Philip Elliott 2 Richou, Adrien 2 Ruf, Johannes 2 Sewell, Granville 2 Shang, Yilin 2 Shigeta, Yuki 2 Song, Qingshuo 2 Tayebi, Akbar 2 Tian, Dejian 2 Večeř, Jan 2 Wen, Jiaqiang 2 Weston, Kim 2 Xia, Qiaoling 2 Yang, Junjian 2 Yu, Changtao 2 Yuan, Mingao 2 Zhang, Xiaoling 2 Zhang, Yu 2 Zhu, Hongmei 1 Abdelghani, Mohamed N. 1 Abed, Sayed Hassan 1 Ahmadian, Davood 1 Alvarez, Guillermo Alonso 1 Azimzadeh, Parsiad 1 Babbin, J. 1 Badran, Alexander 1 Baldeaux, Jan 1 Bensoussan, Alain 1 Bernard, Carole L. ...and 255 more Authors all top 5 Cited in 94 Serials 16 Finance and Stochastics 14 SIAM Journal on Financial Mathematics 12 Stochastic Processes and their Applications 10 Mathematical Finance 8 SIAM Journal on Control and Optimization 8 Mathematics and Financial Economics 7 The Annals of Applied Probability 6 Journal of Mathematical Analysis and Applications 6 International Journal of Mathematics 6 Differential Geometry and its Applications 6 Electronic Journal of Probability 6 Acta Mathematica Sinica. English Series 5 Circuits, Systems, and Signal Processing 4 Journal of the Franklin Institute 3 Advances in Applied Probability 3 Israel Journal of Mathematics 3 Journal of Computational and Applied Mathematics 3 Mathematics of Operations Research 3 Stochastics 3 Science China. Mathematics 3 Annals of Finance 2 Computers & Mathematics with Applications 2 Applied Mathematics and Optimization 2 Journal of Differential Equations 2 Proceedings of the American Mathematical Society 2 Results in Mathematics 2 Transactions of the American Mathematical Society 2 Probability Theory and Related Fields 2 Journal of Theoretical Probability 2 Journal of Scientific Computing 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 Electronic Communications in Probability 2 Mathematical Problems in Engineering 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 International Journal of Theoretical and Applied Finance 2 Methodology and Computing in Applied Probability 2 International Journal of Geometric Methods in Modern Physics 2 Journal of Industrial and Management Optimization 2 Nonlinear Analysis. Hybrid Systems 2 Mathematical Control and Related Fields 2 International Journal of Systems Science. Principles and Applications of Systems and Integration 2 Probability, Uncertainty and Quantitative Risk 1 International Journal of Modern Physics A 1 Journal of Mathematical Biology 1 Journal of Geometry and Physics 1 The Annals of Probability 1 Annales Polonici Mathematici 1 Applied Mathematics and Computation 1 Automatica 1 Glasgow Mathematical Journal 1 Journal of Economic Theory 1 Journal of the Korean Mathematical Society 1 Journal of Mathematical Economics 1 Mathematische Annalen 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Rendiconti del Circolo Matemàtico di Palermo. Serie II 1 SIAM Journal on Numerical Analysis 1 Optimal Control Applications & Methods 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 International Journal of Production Research 1 Optimization 1 Journal of Economic Dynamics & Control 1 Mathematical and Computer Modelling 1 Science in China. Series A 1 Neural Networks 1 European Journal of Operational Research 1 International Journal of Computer Mathematics 1 Computational and Applied Mathematics 1 Filomat 1 Applied Mathematical Finance 1 Complexity 1 Nonlinear Dynamics 1 Mathematical Methods of Operations Research 1 Journal of Inequalities and Applications 1 International Journal of Applied Mathematics and Computer Science 1 Probability in the Engineering and Informational Sciences 1 International Journal of Nonlinear Sciences and Numerical Simulation 1 Brazilian Journal of Probability and Statistics 1 Quantitative Finance 1 Journal of the Australian Mathematical Society 1 Journal of Systems Science and Complexity 1 Stochastic Models 1 Stochastics and Dynamics 1 Asia-Pacific Financial Markets 1 Review of Derivatives Research 1 Electronic Journal of Statistics 1 East Asian Mathematical Journal 1 Journal of Control Science and Engineering 1 Dynamic Games and Applications 1 Open Mathematics 1 Transactions of the American Mathematical Society. Series B 1 Journal of Nonlinear and Variational Analysis 1 Journal of Finsler Geometry and its Applications all top 5 Cited in 28 Fields 128 Probability theory and stochastic processes (60-XX) 111 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 48 Systems theory; control (93-XX) 42 Differential geometry (53-XX) 26 Partial differential equations (35-XX) 18 Calculus of variations and optimal control; optimization (49-XX) 14 Numerical analysis (65-XX) 9 Ordinary differential equations (34-XX) 6 Global analysis, analysis on manifolds (58-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Integral equations (45-XX) 5 Operator theory (47-XX) 5 Statistics (62-XX) 4 Operations research, mathematical programming (90-XX) 2 Topological groups, Lie groups (22-XX) 2 Real functions (26-XX) 2 Computer science (68-XX) 1 Commutative algebra (13-XX) 1 Algebraic geometry (14-XX) 1 Nonassociative rings and algebras (17-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Mechanics of particles and systems (70-XX) 1 Quantum theory (81-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year