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Convergence from discrete to continuous-time contingent claims prices
He, Hua - In: The review of financial studies 3 (1990) 4, pp. 523-546
Persistent link: https://www.econbiz.de/10001105892
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Optimal consumption-portfolio policies : a convergence from discrete to continuous time models
He, Hua - In: Journal of economic theory 55 (1991) 2, pp. 340-363
Persistent link: https://www.econbiz.de/10001116383
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Dynamic trading policies with price impact
He, Hua; Mamaysky, Harry - In: Journal of economic dynamics & control 29 (2005) 5, pp. 891-930
Persistent link: https://www.econbiz.de/10002818092
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A variable reduction technique for pricing average-rate options
He, Hua; Takahashi, Akihiko - In: International review of finance 1 (2000) 2, pp. 123-142
Persistent link: https://www.econbiz.de/10001666865
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Optimal dynamic trading strategies with risk limits
Cuoco, Domenico; He, Hua; Issaenko, Sergei - 2001
Persistent link: https://www.econbiz.de/10001743357
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Market frictions and consumption-based asset pricing
He, Hua - In: Journal of political economy 103 (1995) 1, pp. 94-117
Persistent link: https://www.econbiz.de/10001176411
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Differential information and dynamic behavior of stock trading volume
He, Hua - In: The review of financial studies 8 (1995) 4, pp. 919-972
Persistent link: https://www.econbiz.de/10001198360
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Consumption and portfolio policies with incomplete markets and short-sale constraints : the infinite dimensional case
He, Hua - In: Journal of economic theory 54 (1991) 2, pp. 259-304
Persistent link: https://www.econbiz.de/10001108808
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Investments in flexible production capacity
He, Hua - In: Journal of economic dynamics & control 16 (1992) 3, pp. 575-599
Persistent link: https://www.econbiz.de/10001130444
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On equilibrium asset price processes
He, Hua - In: The review of financial studies 6 (1993) 3, pp. 593-617
Persistent link: https://www.econbiz.de/10001159892