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Jiacheng FAN
Jiacheng FAN
Hong Kong Polytechnic University
Email verificata su polyu.edu.hk - Home page
Titolo
Citata da
Citata da
Anno
An efficient and stable method for short maturity Asian options
R Chatterjee, Z Cui, J Fan, M Liu
Journal of Futures Markets 38 (12), 1470-1486, 2018
132018
Optimal investment problem under behavioral setting: A Lagrange duality perspective
X Bi, L Yuan, Z Cui, J Fan, S Zhang
Available at SSRN 3801926, 2021
52021
Convergence rates of recombining trees for pricing options on stocks under GBM and regime-switching models with known cash dividends
J Ma, J Fan
The North American Journal of Economics and Finance 37, 128-147, 2016
52016
Optimal dividend payout with path-dependent drawdown constraint
C Guan, J Fan, ZQ Xu
arXiv preprint arXiv:2312.01668, 2023
2023
Optimal Investment Problems in Financial Engineering
J Fan
Stevens Institute of Technology, 2020
2020
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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