湖南大学金融与统计学院金融学专业导师介绍：杨招军

　　►近三年（2012-2014）主要成果
　　[1]Wang, Huamao and Yang, Zhaojun* and Zhang, Hai, Entrepreneurial Finance with Equity-for-Guarantee Swap and Idiosyncratic Risk. European Journal of Operational Research?, Forthcoming (SCI)
　　[2]Jiang, Wuyuan, Yang, Zhaojun. The maximum surplus before ruin for dependent risk models through Farlie-Gumbel-Morgenstern copula. Scandinavian Actuarial Journal, Forthcoming (SSCI)
　　[3]赵志明，杨招军。或有可转换债券的定价和公司最优资本结构。管理科学学报，已接受
　　[4]Song, Dandan and Yang, Zhaojun*, Utility-Based Pricing, Timing and Hedging of an American Call Option under an Incomplete Market with Partial Information. Computational Economics, 2014, 44(1): 1-26 (lead article) (SSCI)
　　[5]Jiang, Wuyuan, Yang, Zhaojun, The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds. Indian Journal of Pure and Applied Mathematics, 2014, 45(4): 479-495 (SCI)
　　[6]Song, Dandan and Wang, Huamao and Yang, Zhaojun*, Learning, Pricing, Timing and Hedging of the Option to Invest for Perpetual Cash Flows with Idiosyncratic Risk. Journal of Mathematical Economics, 2014, 51: 1-11 (lead article) (SSCI)
　　[7]向华，杨招军。跳过程下的公司证券定价和最优资本结构。中国管理科学，2014, 22(8): 29-36
　　[8]王晓林，杨招军。基于效用的公司证券定价与资本结构选择。系统工程理论与实践。2014, 34(1): 13-24 (EI)
　　[9]江五元，杨招军。带多阈值的两类索赔风险模型中的期望折现罚函数。应用数学学报，2013, 36(5): 821-830 (SCI)
　　[10]Zhaojun Yang*, Hai Zhang. Optimal capital structure with an equity-for-guarantee swap. Economics Letters, 2013, 118(2): 355-359 (SSCI)
　　[11]Wuyuan Jiang, Zhaojun,Yang. The phase-type risk model perturbed by diffusion under a threshold dividend strategy. Acta Mathematicae Applicatae Sinica. 2013, 29(1): 215-224 (SCI)
　　[12]Jiang, Wuyuan, Yang, Zhaojun*, Dividend Payments in a Risk Model Perturbed by Diffusion with Multiple Thresholds. Stochastic Analysis and Applications, 2013, 31(6): 1097-1113 (SCI)
　　[13]Song, Dandan, Yang, Jinqiang and Yang, Zhaojun*, High-Water Marks and Hedge Fund Management Contracts with Partial Information. Computational Economics, 2013, 42(3): 327-350 (SSCI)
　　[14]Yang, Jinqiang and Yang, Zhaojun*. Arbitrage-Free Interval and Dynamic Hedging in an Illiquid Market. Quantitative Finance, 2013, 13(7): 1029-1039 (SSCI)
　　[15]王晓林，杨招军。基于效用的永久性可转换债券定价，管理科学，2013年6月
　　[16]杨金强,杨招军.最优消费投资与破产保护.系统工程理论与实践,2013,33(4):853-860（EI）
　　[17]张海,杨招军.担保换股权与中小企业家消费融资选择，经济研究，2012，消费金融专辑：105-116
　　[18]杨招军,易昊,宋丹丹,杨金强,基础资产不可交易条件下欧式期权的消费效用无差别定价.湖南大学学报（自）,2012,39(12):89-93(EI)
　　[19]Jiang, Wuyuan, Yang, Zhaojun*, and Li, Xinping, The Discounted Penalty Function with Multi-Layer Dividend Strategy in the Phase-Type Risk Model . Statistics and Probability Letters, 2012, 82(7): 1358–1366 (SCI)
　　[20]Yang, Jinqiang and Yang, Zhaojun*, Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information, Computational Economics, 2012, 39(2): 195-217 (SSCI)