Haolin Feng

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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!

PublicationDate of PublicationType
The implication of missing the optimal-exercise time of an American option
European Journal of Operational Research
2016-10-06Paper
Optimal Control of a Levy Inventory System: The Optimality of Control Band Policy2016-07-28Paper
Impulse control of interest rates
Operations Research
2014-12-22Paper
A computational method for stochastic impulse control problems
Mathematics of Operations Research
2011-04-27Paper


Research outcomes over time


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