Jingtang Ma

发表

Valuation of American Strangles Through an Optimized Lower–Upper Bound Approach

Zhenyu Cui, Jingtang Ma, Wenyuan Li, 2018 .

Stochastic areas of diffusions and applications

Jingtang Ma, Zhenyu Cui, Zhenyu Cui, 2016 .

Optimal investment strategies for general utilities under dynamic elasticity of variance models

Jingtang Ma, Wenyuan Li, 2018 .

Least-squares Monte-Carlo methods for optimal stopping investment under CEV models

Jingtang Ma, Wenyuan Li, Z. Lu, 2020, Quantitative Finance.

A Laplace Space Approach to American Options

Zhenyu Cui, Jingtang Ma, Wenyuan Li, 2016 .

Convergence Rate Analysis for the Continuous-Time Markov Chain Approximation of Occupation Time Derivatives and Asian Option Greeks

Zhenyu Cui, Jingtang Ma, Wensheng Yang, 2019 .

Moving Finite Element Methods for a System of Semi-Linear Fractional Diffusion Equations

Jingtang Ma, Zhiqiang Zhou, 2016 .

Convergence analysis and optimal strike choice for static hedges of general path-independent pay-offs

Jingtang Ma, Harry Zheng, D. Deng, 2016 .

Cascading Multilevel Finite-Element Analysis for Local and Nonlocal Parabolic Problems

Jingtang Ma, 2011 .

Finite element and DG analysis for neutral-type Volterra integro-differential equations with weakly singular kernels

Jingtang Ma, 2009 .

Integral Equation Methods for Pricing Perpetual Bermudan Options

Jingtang Ma, Peng Luo, 2012 .

High-order methods for the option pricing under multivariate rough volatility models

Jingtang Ma, Pin Lyu, Zhengguang Shi, 2022, Computers & Mathematics with Applications.

On the Regularity of Solutions to Volterra Functional Integro-Differential Equations with Weakly Singular Kernels

H. Brunner, Jingtang Ma, 2006 .

A New Finite Element Analysis for Inhomogeneous Boundary-Value Problems of Space Fractional Differential Equations

Jingtang Ma, 2015, Journal of Scientific Computing.

Moving finite element methods for time fractional partial differential equations

Jingtang Ma, Yingjun Jiang, 2013, Science China Mathematics.

Blow-up solutions of nonlinear Volterra integro-differential equations

Jingtang Ma, Jingtang Ma, 2011, Math. Comput. Model..

Numerical simulation of blowup in nonlocal reaction-diffusion equations using a moving mesh method

Kaili Xiang, Jingtang Ma, Yingjun Jiang, 2009 .

Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations

Zhiqiang Zhou, Jingtang Ma, Hai-wei Sun, 2018, J. Sci. Comput..

Delta family approach for the stochastic control problems of utility maximization

Zhenyu Cui, Jingtang Ma, Zhengyang Lu, 2022, SSRN Electronic Journal.

High-order finite element methods for time-fractional partial differential equations

Jingtang Ma, Yingjun Jiang, Jingtang Ma, 2011, J. Comput. Appl. Math..

Convergence rates of trinomial tree methods for option pricing under regime-switching models

Jingtang Ma, Tengfei Zhu, Jingtang Ma, 2015, Appl. Math. Lett..

Moving finite element methods for time fractional partial differential equations

Yingjun Jiang, Jingtang Ma, JingTang Ma, 2013 .

A New Finite Element Analysis for Inhomogeneous Boundary-Value Problems of Space Fractional Differential Equations

Jingtang Ma, Jingtang Ma, 2017, J. Sci. Comput..

Semimartingale and continuous-time Markov chain approximation for rough stochastic local volatility models

Zhenyu Cui, Jingtang Ma, Wensheng Yang, 2021, SSRN Electronic Journal.

Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates

Song-Ping Zhu, Jingtang Ma, Hongji Tang, 2018, Int. J. Comput. Math..

CTMC integral equation method for American options under stochastic local volatility models

Zhenyu Cui, Jingtang Ma, Wensheng Yang, 2021, Journal of Economic Dynamics and Control.

Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching

Zhiqiang Zhou, Jingtang Ma, Jingtang Ma, 2016, Comput. Math. Appl..

Lattice Boltzmann methods for solving partial differential equations of exotic option pricing

Zhiqiang Zhou, Jingtang Ma, Jingtang Ma, 2016 .

Lattice Boltzmann methods for solving partial differential equations of exotic option pricing

Jingtang Ma, Zhiqiang Zhou, 2015, Frontiers of Mathematics in China.

Spectral collocation methods for Volterra-integro differential equations with noncompact kernels

Jingtang Ma, Yingjun Jiang, Jingtang Ma, 2013, J. Comput. Appl. Math..

Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates

Zhenyu Cui, Jingtang Ma, Wensheng Yang, 2021, Mathematical Methods of Operations Research.

Optimal reinsurance-investment with loss aversion under rough Heston model

Jingtang Ma, Dengsheng Chen, Zhengyang Lu, 2022, Quantitative Finance.

A study of moving mesh PDE methods for numerical simulation of blowup in reaction diffusion equations

Robert D. Russell, Weizhang Huang, Jingtang Ma, 2008, J. Comput. Phys..

Moving collocation methods for time fractional differential equations and simulation of blowup

Yingjun Jiang, Jingtang Ma, JingTang Ma, 2011 .

Fully discretized collocation methods for nonlinear singular Volterra integral equations

Jingtang Ma, Teresa Diogo, Magda Rebelo, 2013, J. Comput. Appl. Math..

Collocation Methods for Pricing American Strangle Options

Jingtang Ma, You-jin Zhang, 2012 .

High-Accuracy Integral Equation Approach for Pricing American Options with Stochastic Volatility

Jingtang Ma, Zhiru Zhou, 2011 .

An Integral Equation Method with High-Order Collocation Implementations for Pricing American Put Options

Kaili Xiang, Jingtang Ma, Yingjun Jiang, 2010 .

On a graded mesh method for a class of weakly singular Volterra integral equations

Jingtang Ma, Yingjun Jiang, Jingtang Ma, 2009, J. Comput. Appl. Math..

Artificial boundary conditions for parabolic Volterra integro-differential equations on unbounded two-dimensional domains

Hermann Brunner, Houde Han, Jingtang Ma, 2006 .

The numerical solution of parabolic Volterra integro-differential equations on unbounded spatial domains

Hermann Brunner, Houde Han, Jingtang Ma, 2005 .

Convergence Analysis of Iterative Laplace Transform Methods for the Coupled PDEs from Regime-Switching Option Pricing

Zhiqiang Zhou, Jingtang Ma, Jingtang Ma, 2018, J. Sci. Comput..

Convergence Analysis of Iterative Laplace Transform Methods for the Coupled PDEs from Regime-Switching Option Pricing

Jingtang Ma, Zhiqiang Zhou, 2017, Journal of Scientific Computing.

Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations

Hai-wei Sun, Jingtang Ma, Zhiqiang Zhou, 2017, Journal of Scientific Computing.

Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization

Wenyuan Li, Jingtang Ma, Harry Zheng, 2017, Eur. J. Oper. Res..

A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps

Geraldine Tour, Désiré Yannick Tangman, Jingtang Ma, 2020, J. Sci. Comput..

Optimal Entry Decision of Unemployment Insurance Under Partial Information

Jingtang Ma, Jie Xing, Wensheng Yang, 2023, SSRN Electronic Journal.

Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems

Jie Xing, Harry Zheng, Jingtang Ma, 2018, SIAM J. Control. Optim..

Convergence rates of recombining trees for pricing options on stocks under GBM and regime-switching models with known cash dividends

Jingtang Ma, Jiacheng Fan, 2016 .

Stochastic lattice models for valuation of volatility options

Xu Han, Jingtang Ma, Wenyuan Li, 2015 .

Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model

Wenyuan Li, Harry Zheng, Jingtang Ma, 2017, Eur. J. Oper. Res..

A fast algorithm for simulation of rough volatility models

Jingtang Ma, Haofei Wu, Jingtang Ma, 2021, Quantitative Finance.

Convergence analysis of moving finite element methods for space fractional differential equations

Zhiqiang Zhou, Jingtang Ma, Jinqiang Liu, 2014, J. Comput. Appl. Math..

A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps

Jingtang Ma, N. Thakoor, D. Tangman, 2020, Journal of Scientific Computing.