个人简介
| 陈勇，1986年11月出生，毕业于西南财经大学数理金融学专业，经济学博士，主要从事衍生品定价和最优投资组合的数学问题研究，发表sci期刊论文13篇，其中一作11篇，二作2篇(一作为导师)，主持厅级项目两项。 |
工作经历
教育经历
研究方向
衍生品定价和最优投资组合 |
学术成果
Yong Chen, Jingtang Ma. Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model Computers and Mathematics with Applications. 2018.11 （SSCI 中科院1区） Yong Chen. Second-order IMEX scheme for a system of partial integro-differential equations from Asian option pricing under regime-switching jump-diffusion models . Numerical Algorithms. 2022.4 （SSCI 中科院2区） Yong Chen. Second-order convergent IMEX scheme for integro-differential equations with delays arising in option pricing under hard-to-borrow jump-diffusion models Computational and Applied Mathematics. 2022.2 （SSCI 中科院3区） Jingtang Ma，Yong Chen. Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models. International Journal of Computer Mathematics2020.11. （SSCI 中科院3区） Jingtang Ma,Yong Chen,Taoshun He,Zhijun Tan. FDMs for the PDEs of option pricing under DEV models with counterparty risk. Numerical Mathematics. 2019.11 （SSCI 中科院2区） |