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.
<hua.he@yale.edu>