Gangnan Yuan

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3CO-AUTHORS
Economic models and forecasting
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Publications (1)

|Mar 02, 2022
Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations.

Gangnan Yuan, Deng Ding, Jinqiao Duan

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Frequent Collaborators

1 joint publications

Jinqiao Duan

1 joint publications

Weiguo Lu

1 joint publications

Fengyan Wu