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Dong Yan · Study

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Dong Yan

1 works· latest 2021· 1 institutionscluster: provisionalORCID 0000-0001-7720-0017

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Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility2021 · 17 citations

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

Communications in Nonlinear Science and Numerical Simulation·2021·2 authors

17citations