Portfolio Liquidation Games with Self-Exciting Order Flow, Guanxing Fu,Ulrich Horst,Xiaonyu Xia, Mathematical Finance. 2022,32:1020-1065

Portfolio liquidation under factor uncertainty, Ulrich Horst,Xiaonyu Xia,Chao Zhou, Annals of Applied Probability. 2022,32(1):80-123

Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint, Ulrich Horst and Xiaonyu Xia,Applied Mathematics & Optimization, Ulrich Horst,Xiaonyu Xia, Applied Mathematics & Optimization. 2021,84(1):1159–1184

Multi-dimensional Optimal Trade Execution under Stochastic Resilience, Ulrich Horst,Xiaonyu Xia, Finance & Stochastics. 2019,23(4):889-923