Haifeng Yan

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Hybrid nesting control strategy for passenger railway with one‐seat‐one‐ticket restriction	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	2010-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q3405337	2010-02-12	Paper
Dynamic portfolio selection under EaR	2009-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q3631627	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	2007-03-05	Paper
The finite-time ruin probability for the jump-diffusion model with constant interest force	2006-10-24	Paper
New method to option pricing for the general Black-Scholes model -- an actuarial approach	2004-05-27	Paper
https://portal.mardi4nfdi.de/entity/Q4458503	2004-03-18	Paper
https://portal.mardi4nfdi.de/entity/Q4801206	2003-06-01	Paper
https://portal.mardi4nfdi.de/entity/Q4789405	2003-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q4543993	2002-08-11	Paper
\(P\)-uniform amart indexed by directed sets in Banach space	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	2001-10-16	Paper
https://portal.mardi4nfdi.de/entity/Q4516739	2000-11-28	Paper
https://portal.mardi4nfdi.de/entity/Q4486901	2000-09-28	Paper
https://portal.mardi4nfdi.de/entity/Q4705862	1999-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q4545832	1999-01-01	Paper

Research outcomes over time

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