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Dong Yan

DY

Statistics

Publications

2

Citations

25

H-Index

2

Active since

2021

Affiliations

University of Wollongong(Current)

Dong Yan is an author at University of Wollongong specializing in financial engineering, stochastic calculus, and business.

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Publications per year

2021–2022

2

Publications

2

Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility

Xiaoping Lu, Song‐Ping Zhu, Dong Yan · Communications in Nonlinear Science and Numerical Simulation · 2021 · 15 citations

, , +9

Pricing American options with stochastic volatility and small nonlinear price impact: A PDE approach

Dong Yan, Sha Lin, Zhihao Hu et al. · Chaos Solitons & Fractals · 2022 · 10 citations

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