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.


News
2025.02.14
Assistant Investigators
Chen Jifeng
2025.01.20
Chemistry
Cai You
2024.12.13
Postdocs
Keqin Wu
2024.12.13
Mathematics
Qingsheng Zhang
2024.10.30
Research Achievements
2024.10.15
Physics
Pak Hang Chris Lau