Haolin Feng

Lingnan (University) College, Sun Yat-sen University

Associate Professor

135 Xin Gang Xi Road

Guangzhou, Guangdong 510275

China

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 43,967

in Total Papers Downloads

694

CITATIONS

0

Scholarly Papers (4)

1.

The Impact of Demand Correlation on Replenishment Policies for Multi-Product Stochastic Inventory Systems with Joint-Replenishment Costs

McCombs Research Paper Series No. IROM-08-08
Number of pages: 30 Posted: 05 Jun 2007 Last Revised: 23 Nov 2008
Lingnan (University) College, Sun Yat-sen University, University of Texas at Austin - McCombs School of Business and Purdue University - Krannert School of Management
Downloads 252 (83,623)

Abstract:

2.

A Computational Method for Stochastic Impulse Control Problems

McCombs Research Paper Series No. IROM-04-10
Number of pages: 32 Posted: 26 Sep 2010 Last Revised: 02 Oct 2010
Haolin Feng and Kumar Muthuraman
Lingnan (University) College, Sun Yat-sen University and University of Texas at Austin - McCombs School of Business
Downloads 240 (92,732)

Abstract:

Impulse Control, Free boundary problems

3.

Impulse Control of Interest Rates

Number of pages: 45 Posted: 06 Feb 2013 Last Revised: 01 Oct 2013
University of Texas at Austin - Red McCombs School of Business, Lingnan (University) College, Sun Yat-sen University and University of Texas at Austin - McCombs School of Business
Downloads 104 (173,313)

Abstract:

4.

The Implication of Missing the Optimal-Exercise Time of an American Option

Number of pages: 24 Posted: 20 Aug 2013
Arun Chockalingam and Haolin Feng
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences and Lingnan (University) College, Sun Yat-sen University
Downloads 19 (424,945)

Abstract:

Finance, American options, Delaying exercise, Exercise policy, Suboptimal exercise policy, Free boundary problem