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Kun Fan · Study

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Kun Fan

3 works· latest 2015· 1 institutionscluster: provisionalORCID 0000-0001-7489-7875

h-index3

i103

Citations105

Works here3

13

15

Most cited in this library

Pricing annuity guarantees under a double regime-switching model2015 · 42 citations
Option Valuation Under a Double Regime‐Switching Model2013 · 33 citations
Pricing foreign equity options with regime-switching2013 · 30 citations

Works

3 shown

Pricing annuity guarantees under a double regime-switching model

Insurance Mathematics and Economics·2015·4 authors

42citations

Pricing foreign equity options with regime-switching

Economic Modelling·2013·4 authors

30citations

Option Valuation Under a Double Regime‐Switching Model

Journal of Futures Markets·2013·3 authors

33citations