chen, Nan
Associate Professor
Systems Engineering and Engineering Management
Chinese University of Hong Kong
Hong Kong
Biography
Dr. Â CHEN, Nan is affiliated to Systems Engineering and Engineering Management, Chinese University of Hong Kong. Dr. Â CHEN, Nan is currently providing services as Associate Professor. Dr. Â CHEN, Nan has authored and co-authored multiple peer-reviewed scientific papers and presented works at many national and International conferences. Dr. Â CHEN, Nan contributions have acclaimed recognition from honourable subject experts around the world. Dr. Â CHEN, Nan is actively associated with different societies and academies. Dr. Â CHEN, Nan academic career is decorated with several reputed awards and funding. Dr. Â CHEN, Nan research interests include Quantitative Methods in Finance and Risk Management,Monte Carlo Simulation,Applied Probability.
Research Interest
Quantitative Methods in Finance and Risk Management,Monte Carlo Simulation,Applied Probability
Publications
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E. J. Baurdoux, N. Chen, B. A. Surya, and K. Yamazaki, "Optimal Double Stopping of a Brownian Bridge", Advances in Applied Probability, Vol. 47, pp. 1212-1234, 2015.
