The following pages link to Congyin Fan (Q1732315):
Displaying 5 items.
- Stock loan valuation based on the finite moment log-stable process (Q1732317) (← links)
- Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process (Q2046979) (← links)
- Pricing stock loans with the CGMY model (Q2296547) (← links)
- Efficient option pricing in crisis based on dynamic elasticity of variance model (Q2314728) (← links)
- Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps (Q6145282) (← links)
