| Multivariate Gaussian processes: definitions, examples and applications Z Chen, J Fan, K Wang METRON, 1-11, 2023 | 15* | 2023 |
| The Lie Bracket and the Arithmetic Derivative. J Fan, S Utev J. Integer Seq. 23 (2), 20.2.5, 2020 | 3 | 2020 |
| A q-binomial extension of the CRR asset pricing model JC Breton, Y El-Khatib, J Fan, N Privault Stochastic Models, 1-25, 2023 | 1 | 2023 |
| Optimal risk management considering environmental and climatic changes R Benkraiem, Y El‐Khatib, J Fan, S Goutte, T Klein Risk Analysis, 2024 | | 2024 |
| On pricing variance swaps in discretely-sampled with high volatility model ELK Youssef, M ALSHAMSİ, FAN Jun Results in Nonlinear Analysis 4 (2), 105-115, 2021 | | 2021 |
| Discrete and continuous Ito-Malliavin type calculus with illustration in finance J Fan University of Leicester, 2019 | | 2019 |
Zexun ChenLecturer in Predictive Analytics at University of EdinburghVerified email at ed.ac.uk
