1
Publications
12
Citations
1
H-Index
2018
Active since
Affiliations
Stevens Institute of Technology(Current)
Jiacheng Fan is an author at Stevens Institute of Technology specializing in option pricing, approximation theory, and financial engineering.
Publications per year
2018–2018
1
1
An efficient and stable method for short maturity Asian options
Rupak Chatterjee, Zhenyu Cui, Jiacheng Fan et al. · Journal of Futures Markets · 2018 · 12 citations
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