Professor Chen Nan graduated from the Department of Probability and Statistics at Peking University in 1998, and he received his MSc degree in Probability and Statistics in 2001 at Peking University, his MPhil and PhD degrees in 2006 at Columbia University, USA. He joined the Department of Systems Engineering and Engineering Management at The Chinese University of Hong Kong in 2006. 学术著作：
C. M. Leung, N. Chen, and Y. K. Kwok, "Game Options Analysis of the Information Role of Call Policies in Convertible Bonds", Applied Mathematical Finance, Vol. 22, pp. 297-335, 2015.
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.
N. Chen, P. Glasserman, B. Nouri and M. Pelger, “Contingent Capital,Tail Risk, and Debt-induced Collapse”. Working Paper Series No. 4, Office of Financial Research, US Treasury Department. 2013
N. Chen and Y. Liu, “American Option Sensitivity Estimation via a Generalized IPA Approach”, Operations Research, Vol.62, pp.616-632, 2014.
N. Chen and Z.Huang, “Localization and Exact Simulation of Brownian Motion Driven Stochastic Differential Equations”, Mathematics of Operations Research, Vol.38, pp. 591-616, 2013.
N. Chen and Z. Huang, “Brownian Meanders, Importance Sampling and Unbiased Simulation of Diffusion Extremes”, Operations Research Letters, 40, pp.554-563, 2012.
N. Chen, M. Dai and X. Wan, “A Non-Zero-Sum Game Approach for Convertible Bonds:Tax Benefits, Bankrupt Cost and Early/ Late Call”, Mathematical Finance, Vol.23, pp.57-93, 2011.
N. Cai, N. Chen and X. Wan, “Occupation Times of Jump- Diffusion Processes with Double Exponential Jumps and the Pricing of Options”, Mathematics of Operations Research, 35, pp. 412-437, 2010.
N. Cai, N. Chen and X. Wan, “Pricing double-barrier options under a flexible jump diffusion model”, Operations Research Letters, 37, pp.163-167, 2009.
N. Chen and S. Kou, “Credit Spread, Implied Volatility, and Optimal Capital Structures with Jump Risk and Endogenous Defaults”, Mathematical Finance, 19, pp. 343-378, 2009.
N. Chen and P. Glasserman, “Malliavin Greeks without Malliavin Calculus”, Stochastic Processes and their Applications, 177, pp.1689-1723, 2007.
N. Chen and P. Glasserman, “Additive and Multiplicative Duals for American Option Pricing”, Finance and Stochastics, 11, pp. 153-179, 2007.