List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| American call option pricing under the KoBoL model with Poisson jumps Networks and Heterogeneous Media | 2025-05-13 | Paper |
| Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps Networks and Heterogeneous Media | 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 Discrete Dynamics in Nature and Society | 2021-08-19 | Paper |
| Pricing stock loans with the CGMY model Discrete Dynamics in Nature and Society | 2020-02-18 | Paper |
| Efficient option pricing in crisis based on dynamic elasticity of variance model Discrete Dynamics in Nature and Society | 2019-07-30 | Paper |
| Stock loan valuation based on the finite moment log-stable process Computers & Mathematics with Applications | 2019-03-25 | Paper |
Research outcomes over time
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