Research Papers by Hua He

Dynamic Trading Policies with Price Impact, with Harry Mamaysky, Working Paper, May 2001

Optimal Dynamic Trading Strategies with Risk Limits , with Domenico Cuoco and Sergei Issaenko, Working Paper, April 2001.

Modeling Term Structures of Swap Spreads , Working Paper, July 2000

A Variable Reduction Technique for Pricing Average-Rate Options, with Akihiko Takahashi, International Review of Financial Studies, Vol 1, No.2, 2000

Double Lookbacks , with William Keirstead and Joachim Rebholz, Mathematical Finance, Vol 8, No.3, 1998.

Differential Information and Dynamic Behavior of Stock Trading Volumn , with Jiang Wang, Review of Financial Studies, Vol 8, No.4, 1995.

On Equilibrium Asset Price Processes , with Hayne Leland, Review of Financial Studies, Vol 6, No.3, 1993.

Convergence from Discret- to Continuous-Time Contingent Claims Prices , Review of Financial Studies, Vol 3, No.4, 1990.