Jingtang Ma

发表

Moving mesh methods for blowup in reaction-diffusion equations with traveling heat source

Jingtang Ma, Yingjun Jiang, 2009, J. Comput. Phys..

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 trinomial tree methods for option pricing under regime-switching models

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

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

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

LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS

Jingtang Ma, Wenyuan Li, Zhenyu Cui, 2020 .

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..

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

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

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

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

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..

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..

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

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

Explicit approximate analytic formulas for timer option pricing with stochastic interest rates

Jingtang Ma, Yongzeng Lai, Dongya Deng, 2015 .

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

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

Fully discretized collocation methods for nonlinear singular Volterra integral equations

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

Convergence analysis of moving Godunov methods for dynamical boundary layers

Jingtang Ma, 2010, Comput. Math. Appl..

Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model

Yong Chen, Jingtang Ma, 2018, Comput. Math. Appl..

Finite Difference Methods for the Hamilton-Jacobi-Bellman Equations Arising in Regime Switching Utility Maximization

Jingtang Ma, Jianjun Ma, 2020, J. Sci. Comput..

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

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

Hybrid Laplace transform and finite difference methods for pricing American options under complex models

Zhiqiang Zhou, Zhenyu Cui, Jingtang Ma, 2017, Comput. Math. Appl..

Moving mesh methods for pricing Asian options with regime switching

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

Finite element methods for partial Volterra integro-differential equations on two-dimensional unbounded spatial domains

Jingtang Ma, 2007, Appl. Math. Comput..

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..

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..

Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models

Yong Chen, Jingtang Ma, 2020, Int. J. Comput. Math..

Blow-up solutions of nonlinear Volterra integro-differential equations

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

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..

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

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

Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing

Han Wang, Jingtang Ma, 2020, J. Comput. Appl. Math..

Stochastic areas of diffusions and applications

Jingtang Ma, Zhenyu Cui, Zhenyu Cui, 2016 .

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

Kaili Xiang, Jingtang Ma, Yingjun Jiang, 2009 .

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

Hermann Brunner, Houde Han, Jingtang Ma, 2005 .

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

Kaili Xiang, Jingtang Ma, Yingjun Jiang, 2010 .

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

Hermann Brunner, Houde Han, Jingtang Ma, 2006 .

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

Zhiqiang Zhou, Jingtang Ma, Jingtang Ma, 2016 .

A posteriori error estimates of discontinuous Galerkin methods for non-standard Volterra integro-differential equations

Hermann Brunner, Jingtang Ma, 2006 .