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Zhongfeng Yan

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2020 – today

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2022
[j4]
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  - journals/ior/BensoussanHKY22
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  - https://dblp.org/rec/journals/ior/BensoussanHKY22
Alain Bensoussan, SingRu Celine Hoe, Joohyun Kim, Zhongfeng Yan:
A Risk Extended Version of Merton's Optimal Consumption and Portfolio Selection. Oper. Res. 70(2): 815-829 (2022)
2021
[j3]
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Alain Bensoussan, SingRu Celine Hoe, Joohyun Kim, Zhongfeng Yan:
Mean field verification theorem. Commun. Inf. Syst. 21(2): 253-267 (2021)

2010 – 2019

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2019
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Alain Bensoussan, SingRu Celine Hoe, Zhongfeng Yan:
A Mean-Variance Approach to Capital Investment Optimization. SIAM J. Financial Math. 10(1): 156-180 (2019)
2012
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Alain Bensoussan, Zhongfeng Yan, George Yin:
Threshold-Type Policies for Real Options Using Regime-Switching Models. SIAM J. Financial Math. 3(1): 667-689 (2012)

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