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NAN CHEN
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Name
Affiliation
Papers
NAN CHEN
Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong, P.R. China
9
Collaborators
Citations
PageRank
10
28
4.88
Referers
Referees
References
56
89
58
Publications (9 rows)
Collaborators (10 rows)
Referers (56 rows)
Referees (89 rows)
Title
Citations
PageRank
Year
Exact Simulation of the SABR Model.
3
0.40
2017
An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect
4
0.65
2016
Unbiased monte carlo computation of smooth functions of expectations via Taylor expansions.
2
0.45
2015
American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach
2
0.37
2014
Localization and Exact Simulation of Brownian Motion-Driven Stochastic Differential Equations.
11
1.28
2013
Sensitivity estimation of SABR model via derivative of random variables
0
0.34
2011
Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options
4
0.56
2010
A Wiener measure theoretic approach to pricing extreme-value-related derivatives
1
0.37
2009
Monte Carlo simulation in financial engineering
1
0.47
2007
1