Great Bay University

Gangnan Yuan

2024/03/05 Resource: Edit:

苑罡男

Gangnan Yuan, Ph.D.

Title：Assistant investigator

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】

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.
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.
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.