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Gangnan Yuan
2024/03/05 Resource: Edit:

苑罡男

Gangnan Yuan, Ph.D.

Title:Postdoctoral fellow

E-mail:ygn94189@gmail.com

Supervisor:Prof. Jinqiao Duan


Research Interest

Stochastic Differential Equation,  Mathematical Finance,  Machine Learning.


Education

2019.09-2023.06,Ph.D., University of Macau

2017.09–2018.06,M.S., The University of Manchester

2013.09–2017.06,B.S., China University of Geosciences



Work Experiences

2023.09 - present, Great Bay University.


Research Articles

  1. Yuan, G., Ding, D., Duan, J., Lu, W., & Wu, F*., Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations, Chaos: An Interdisciplinary Journal of Nonlinear Science, 2022.
  2. Wu, F, Ding, D., Yin, J., Lu, W., & Yuan, G*., Total value adjustment of multi-asset derivatives under multivariate CGMY process, Fractal and Fractional , 2023. 
  3. Yuan, G., Ding, D., Lu, W., & Wu, F*., A linearized fourth-order compact ADI method for phytoplankton-zooplankton model arising in marine ecosystem, Computational and Applied Mathematics, 2024.


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