闫中凤

发布者:2021-06-15发布者:159

一、代表性论著

(1)Alain Bensoussan#, Zhongfeng Yan#, George Yin#, Threshold-type Policies for Real Options Using Regime-Switching models, SIAM J. FINANCIAL MATH, 2012, 3(1):667–689.

(2)Alain Bensoussan, Singru Hoe, Zhongfeng Yan*,  George Yin, Real Options with Competition and Regime Switching, MATHEMATICAL FINANCE, 2017, 27(1):224-250(金融数学国际顶级期刊,中科院SCI一区).

(3) Singru Hoe, Zhongfeng Yan*, Alain Bensoussan, The Impact of competitive advantage on the investment timing in Stackelberg Leader-follower game, The Engineering Economist, 2018, 63(3):236-249.

(4) Alain Bensoussan, Singru Hoe, Zhongfeng Yan*, Mean-Variance Approach to Capital Investment Optimization,  SIAM J. FINANCIAL MATH.2019, 10(1),156-180.