Statistics
Publications
4
Citations
75
H-Index
4
Active since
2009
Nian Yang is an author at Shanghai Jiao Tong University specializing in stochastic processes, option pricing models, and stochastic calculus.
Publications per year
2009–2021
4
4
Approximate arbitrage-free option pricing under the SABR model
Nian Yang, Nan Chen, Yanchu Liu et al. · Journal of Economic Dynamics and Control · 2017 · 20 citations
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