Nian Yang

Available identifiers

zbMath Open yang.nianMaRDI QIDQ1655763

List of research outcomes

Publication	Date of Publication	Type
Asymptotics for the survival probability of time-inhomogeneous diffusion processes	2023-07-03	Paper
Multilevel field-split preconditioners with domain decomposition for steady and unsteady flow problems	2023-05-04	Paper
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps	2021-11-16	Paper
The principle of not feeling the boundary for the SABR model	2019-09-26	Paper
A new delta expansion for multivariate diffusions via the Itô-Taylor expansion	2019-04-30	Paper
The survival probability of the SABR model: asymptotics and application	2019-02-06	Paper
Approximate arbitrage-free option pricing under the SABR model	2018-08-09	Paper

Research outcomes over time

This page was built for person: Nian Yang