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Gangnan Yuan

5 papers hereh-index 442 citations10 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author1
  • last author3

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • cs.LG3
  • math.DS1
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20212025
most citedTotal value adjustment of Bermudan option valuation under pure jump Lévy fluctuations

10 citations · 11 across the 5 of their papers we have counts for

collaborators
Showing math.DSShow all

1 paper · 1 filter

math.DS2021★ 10 cited

Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations

Gangnan Yuan, Ding Deng, Jinqiao Duan +2

During the COVID-19 pandemic, many institutions have announced that their counterparties are struggling to fulfill contracts.Therefore, it is necessary to consider the counterparty…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.