Haifeng Yan

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Hybrid nesting control strategy for passenger railway with one‐seat‐one‐ticket restriction International Transactions in Operational Research	2023-11-29	Paper
Adaptive UKF based on maximum likelihood principle and receding horizon estimation	2017-01-06	Paper
Optimal investment decision for insurance bounded by CaR	2011-07-19	Paper
Mixed hedging under additive market price information Journal of Systems Science and Complexity	2010-12-14	Paper
scientific article; zbMATH DE number 5671409 (Why is no real title available?)	2010-02-12	Paper
Dynamic portfolio selection under EaR	2009-11-11	Paper
scientific article; zbMATH DE number 5563574 (Why is no real title available?)	2009-06-10	Paper
Utility indifference pricing and hedging to stochastic volatility model	2008-06-03	Paper
Mean-variance optimal portfolio selection with random parameters and discontinuous stock prices	2008-04-04	Paper
Martingale measures in the market with restricted information Journal of Applied Mathematics and Decision Sciences	2007-03-05	Paper
The finite-time ruin probability for the jump-diffusion model with constant interest force Acta Mathematicae Applicatae Sinica. English Series	2006-10-24	Paper
New method to option pricing for the general Black-Scholes model -- an actuarial approach Applied Mathematics and Mechanics. (English Edition)	2004-05-27	Paper
scientific article; zbMATH DE number 2060768 (Why is no real title available?)	2004-03-18	Paper
scientific article; zbMATH DE number 1893585 (Why is no real title available?)	2003-06-01	Paper
scientific article; zbMATH DE number 1852821 (Why is no real title available?)	2003-02-06	Paper
scientific article; zbMATH DE number 1778097 (Why is no real title available?)	2002-08-11	Paper
P-uniform amart indexed by directed sets in Banach space Journal of Henan Normal University. Natural Science	2002-06-23	Paper
Self-intersection local time and Hausdorff and packing dimension of \(k\) multiple point and \(k\) multiple time sets for multi-parameter generalized Wiener processes Progress in Natural Science	2001-10-16	Paper
scientific article; zbMATH DE number 1536505 (Why is no real title available?)	2000-11-28	Paper
scientific article; zbMATH DE number 1462515 (Why is no real title available?)	2000-09-28	Paper
scientific article; zbMATH DE number 1370538 (Why is no real title available?)	1999-11-25	Paper
scientific article; zbMATH DE number 1782560 (Why is no real title available?)	1999-01-01	Paper

Research outcomes over time

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