Showing 1 - 2 results of 2 for search 'Congyin Fan', query time: 0.02s Refine Results
  1. 1
    Numerical Method for a System of PIDEs Arising in American Contingent Claims under FMLS Model with Jump Diffusion and Regime-Switching Process

    Numerical Method for a System of PIDEs Arising in American Contingent Claims under FMLS Model with Jump Diffusion and Regime-Switching Process by Congyin Fan, Peimin Chen

    Published 2021-01-01
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  2. 2
    Pricing Stock Loans with the CGMY Model

    Pricing Stock Loans with the CGMY Model by Congyin Fan, Chunhao Zhou

    Published 2019-01-01
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