Congyin Fan

Available identifiers

zbMath Open fan.congyinMaRDI QIDQ1732315

List of research outcomes

Publication	Date of Publication	Type
Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps	2024-02-02	Paper
Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process	2021-08-19	Paper
Pricing stock loans with the CGMY model	2020-02-18	Paper
Efficient option pricing in crisis based on dynamic elasticity of variance model	2019-07-30	Paper
Stock loan valuation based on the finite moment log-stable process	2019-03-25	Paper

Research outcomes over time

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