[1] Yan Haifeng, Yang Jianqi, Hybrid hedging with additional market price information. Jrl system science and technology. Complexity (2008) 21(2): 239–249. (Jiangsu Provincial Education Commission, National Natural Science Foundation Project 07KJD 1 10066. )

[2] Yan Haifeng, Liu Limin, Yang Jianqi. Utility indifference pricing and hedging strategy of stochastic volatility model. Journal of Systems Engineering, 2007,22 (4): 379-385. (Jiangsu University Social Science Fund 05SJD790056)

Guo Wenjing, Yan Haifeng, Lei Ming. M-V portfolio selection of discontinuous stock prices under stochastic market coefficient. Journal of Applied Mathematics, 2007,22 (3): 263-269.

[4] Yang Jianqi, Yan Haifeng. Martingale measure in information-constrained market. Journal of Applied Mathematics and Decision Science, volume 2006, article ID 74864, page1–7. (Soft Science Fund of Henan Science and Technology Department 03 13062400)

[5] Jiang Tao, Haifeng Rock. Finite time ruin probability of jump diffusion model with constant interest rate. Journal of Applied Mathematics, English Edition, 2006,22 (1):171–176. (National Natural Science Foundation of China 7047 107 1)

[6] Yan Haifeng, Zhai Yonghui. Dynamic portfolio selection under risk return. Lectures on Decision Science 2006, Volume 9 4 10-4 16. ISBN 1727-2270, ISBN 962-8286-98-6.

[7] Yan Haifeng, Zhai Yonghui and Liu Sanyang. Option pricing in which stock price obeys geometric fractional Brownian motion. Practice and Understanding of Mathematics, 2006,36 (8):19-24. (National Natural Science Foundation 7047 107 1, Zheshe Foundation of Jiangsu University 05JD 7900.

[8] Yan Haifeng and Liu Limin. Equivalent martingale measure under the trinary tree model. Operation and Management, 2006, 15(3): 90-93. (National Natural Science Foundation of China 7047 107 1, Foundation of Philosophy of Jiangsu University 05SJD790056, Henan Natural Science.

Niu Baoqing, Liu Limin, Yan Haifeng. Optimal investment problem of stochastic fluctuation model. Journal of anyang normal University, 2006,43 (5):1-4. (National Natural Science Foundation 7047 107 1, Soft Science Fund of Henan Science and Technology Department 03 138.

[10] Yan Haifeng. Cliquet option pricing in jump-diffusion model. Historical model, February 20051:875-884. (included in SCI)

[1 1] Pang, Shan Qi, Liu, Sanyang, Yan, Construction of a Class of Mixed Horizontal Orthogonal Tables, Journal of Mathematics, Applied Sin. (2005) No.28, pp. 368-378; Mr 2157997 (2006b: 05024)

[12] Yan Haifeng. A new method of option pricing in generalized Black-Scholes model-a practical method. Applied Mathematics and Mechanics, 2003,24 (7): 826-835. (included in SCI)

[13] Yan Haifeng. Pricing and hedging of contingent claims in exponential semi-martingale model. Xidian university's doctoral thesis, March, 2004.

[14] Yan Haifeng. Maximum option pricing with stock price obeying exponential O-U process. Journal of Engineering Mathematics, 2004,21(3): 397-402.

[15] Yan Haifeng. A special model of American option pricing. Journal of xidian university, 2003,30 (1):125-127.

[16] Yan Haifeng. Option pricing of stock price model with Poisson jump. Journal of Engineering Mathematics, 2003,20 (2): 35-40.

[17] Yan Haifeng. Option pricing whose stock price obeys Ornstein-Uhlenback process. Journal of Systems Engineering, 2003, 18 (6): 547-55 1.

[18] Yan Haifeng, Liu Sanyang. A new option pricing method of generalized Black-Scholes model-actuarial method, applied mathematics and mechanics. 2003, Volume 24, No.7,730-738.

Wan, Yan Haifeng. Upgrading of capital market structure and strategic adjustment of economic structure. Statistics and decision, 2003, 10:28-29.

[20] Yan Haifeng. Girsanov theorem of random integration and its application in option pricing. Journal of Henan Normal University. In 2003, No.3 1, No.49-53.

[2 1] Yan Haifeng. The existence of exponential semimartingale equivalent martingale measure. Proceedings of the Conference on Industrial Mathematics and Applied Mathematics, 2002, 8.467-473.

[22] Yan Haifeng. Uniform filling measure and filling dimension of n-d dimensional generalized Brownian homography set. Applied Mathematics, 13(3), 2000.

[23] Yan Haifeng. On the Hausdorffo dimension of the inverse image of an arbitrary compact set in a self-similar Markov process, the probability system is applied, 1999, 15(4):390-396.

[24] Yan Haifeng. Self-intersecting local time sum hausdorff and packing dimension of K-focus and K-fold time sets of multi-parameter generalized Wienew processes. Progress of natural science,1998,8 (5): 619-622.

[25] Yan Haifeng. Hausdorff dimension of inverse image of arbitrary compact set under self-similar Markov process. China Journal of Applied Probability and Statistics. 1999, 15(4): 390-396.

Self-intersecting local time and dimension of k-emphasis and k-multiplicity of multi-index generalized Wiener processes, progress in natural science, 1998, No.4, 493-495.

Hausdor dimension of a random Cantor set, Journal of China University of Science and Technology .5438+0999.438+09 (3) .367-372.

[28] The local time of a class of self-similar Markov processes. Journal of Mathematics. 1999. 19 (1), 66-70.

[29] The existence of K- focus for a class of self-similar Markov processes. Journal of Henan University.1997,27 (3).10-14.

B-valued limit martingale on directed set. Journal of Henan Normal University.1999,27 (1), 8- 13.

B-valued p uniformly asymptotic martingale on [3 1] directed set. Journal of Henan Normal University.2000,28 (1), 8- 1 1.

[32] The dimension of weak variation in multi-index self-similarity process. Journal of Henan Normal University.

Polarity of self-similar Markov processes. Journal of Henan Normal University. 1996，24 (4)。

Persistence and recurrence of self-similar Markov processes. Journal of Henan Normal University.1995,23 (4).

[35] Construction and application of set class generating algebra. Journal of Henan Normal University. 1995，23 (4)。