苑罡男
Gangnan Yuan, Ph.D.
罢颈迟濒别：Assistant investigator
贰-尘补颈濒：ygn94189@gmail.com
厂耻辫别谤惫颈蝉辞谤：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】
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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.
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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.
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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.
