Edit Profile (opens in new tab) Zhang, Yan Co-Author Distance Author ID: zhang.yan.63 Published as: Zhang, Yan Documents Indexed: 4 Publications since 2006 Co-Authors: 6 Co-Authors with 4 Joint Publications 166 Co-Co-Authors all top 5 Co-Authors 0 single-authored 3 Han, Miao 3 Zhou, Shengwu 2 Pan, Di 1 Han, Lei 1 Li, Wei 1 Sun, Tong Serials 2 Journal of Applied Mathematics 1 Computational and Applied Mathematics 1 Journal of Xuzhou Normal University. Natural Science Edition Fields 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) Publications by Year Citations contained in zbMATH Open 2 Publications have been cited 5 times in 5 Documents Cited by ▼ Year ▼ A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process. Zbl 1351.91024 Zhou, Shengwu; Han, Lei; Li, Wei; Zhang, Yan; Han, Miao 4 2015 Asian option pricing with transaction costs and dividends under the fractional Brownian motion model. Zbl 1406.91460 Zhang, Yan; Pan, Di; Zhou, Sheng-Wu; Han, Miao 1 2014 A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process. Zbl 1351.91024 Zhou, Shengwu; Han, Lei; Li, Wei; Zhang, Yan; Han, Miao 4 2015 Asian option pricing with transaction costs and dividends under the fractional Brownian motion model. Zbl 1406.91460 Zhang, Yan; Pan, Di; Zhou, Sheng-Wu; Han, Miao 1 2014 all top 5 Cited by 10 Authors 2 Ševčovič, Daniel 1 Abounouh, Mostafa 1 Al Moatassime, Hassan 1 Driouch, Aicha 1 Goubet, Olivier 1 Melnikov, Aleksander Viktorovich 1 Wan, Hongxi 1 Xu, Feng 1 Zhou, Shengwu 1 Žitňanská, Magdaléna Cited in 4 Serials 1 Fractional Calculus & Applied Analysis 1 Asia-Pacific Financial Markets 1 Advances in Nonlinear Analysis 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 6 Fields 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Partial differential equations (35-XX) 2 Probability theory and stochastic processes (60-XX) 1 Statistics (62-XX) 1 Numerical analysis (65-XX) 1 Systems theory; control (93-XX) Citations by Year