Jingtang Ma
Orcid: 0000-0002-5016-8368
According to our database1,
Jingtang Ma
authored at least 30 papers
between 2007 and 2023.
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Bibliography
2023
High-order methods for the option pricing under multivariate rough volatility models.
Comput. Math. Appl., June, 2023
2022
Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: Option pricing and Greeks.
J. Comput. Appl. Math., 2022
2021
Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates.
Math. Methods Oper. Res., 2021
2020
J. Sci. Comput., 2020
Finite Difference Methods for the Hamilton-Jacobi-Bellman Equations Arising in Regime Switching Utility Maximization.
J. Sci. Comput., 2020
Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing.
J. Comput. Appl. Math., 2020
Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models.
Int. J. Comput. Math., 2020
Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model.
Eur. J. Oper. Res., 2020
2019
Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems.
SIAM J. Control. Optim., 2019
2018
Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations.
J. Sci. Comput., 2018
Convergence Analysis of Iterative Laplace Transform Methods for the Coupled PDEs from Regime-Switching Option Pricing.
J. Sci. Comput., 2018
Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates.
Int. J. Comput. Math., 2018
Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model.
Comput. Math. Appl., 2018
2017
A New Finite Element Analysis for Inhomogeneous Boundary-Value Problems of Space Fractional Differential Equations.
J. Sci. Comput., 2017
Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization.
Eur. J. Oper. Res., 2017
Hybrid Laplace transform and finite difference methods for pricing American options under complex models.
Comput. Math. Appl., 2017
2016
J. Comput. Appl. Math., 2016
Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching.
Comput. Math. Appl., 2016
2015
Convergence rates of trinomial tree methods for option pricing under regime-switching models.
Appl. Math. Lett., 2015
2014
Convergence analysis of moving finite element methods for space fractional differential equations.
J. Comput. Appl. Math., 2014
2013
Spectral collocation methods for Volterra-integro differential equations with noncompact kernels.
J. Comput. Appl. Math., 2013
Fully discretized collocation methods for nonlinear singular Volterra integral equations.
J. Comput. Appl. Math., 2013
2011
Math. Comput. Model., 2011
High-order finite element methods for time-fractional partial differential equations.
J. Comput. Appl. Math., 2011
2010
Comput. Math. Appl., 2010
2009
Moving mesh methods for blowup in reaction-diffusion equations with traveling heat source.
J. Comput. Phys., 2009
J. Comput. Appl. Math., 2009
2008
A study of moving mesh PDE methods for numerical simulation of blowup in reaction diffusion equations.
J. Comput. Phys., 2008
2007
Finite element methods for partial Volterra integro-differential equations on two-dimensional unbounded spatial domains.
Appl. Math. Comput., 2007