Finite element methods for partial Volterra integro-differential equations on two-dimensional unbounded spatial domains. - Jingtang Ma (Appl. Math. Comput., 2007)

A study of moving mesh PDE methods for numerical simulation of blowup in reaction diffusion equations. - Weizhang Huang; Jingtang Ma; Robert D. Russell (J. Comput. Phys., 2008)

On a graded mesh method for a class of weakly singular Volterra integral equations. - Jingtang Ma; Ying-Jun Jiang (J. Comput. Appl. Math., 2009)

Moving mesh methods for blowup in reaction-diffusion equations with traveling heat source. - Jingtang Ma; Ying-Jun Jiang (J. Comput. Phys., 2009)

Convergence analysis of moving Godunov methods for dynamical boundary layers. - Jingtang Ma (Comput. Math. Appl., 2010)

High-order finite element methods for time-fractional partial differential equations. - Ying-Jun Jiang; Jingtang Ma (J. Comput. Appl. Math., 2011)

Blow-up solutions of nonlinear Volterra integro-differential equations. - Jingtang Ma (Math. Comput. Model., 2011)

Fully discretized collocation methods for nonlinear singular Volterra integral equations. - Teresa Diogo; Jingtang Ma; Magda Rebelo (J. Comput. Appl. Math., 2013)

Spectral collocation methods for Volterra-integro differential equations with noncompact kernels. - Ying-Jun Jiang; Jingtang Ma (J. Comput. Appl. Math., 2013)

Convergence analysis of moving finite element methods for space fractional differential equations. - Jingtang Ma; Jinqiang Liu; Zhiqiang Zhou (J. Comput. Appl. Math., 2014)

Convergence rates of trinomial tree methods for option pricing under regime-switching models. - Jingtang Ma; Tengfei Zhu (Appl. Math. Lett., 2015)

Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching. - Zhiqiang Zhou; Jingtang Ma (Comput. Math. Appl., 2016)

Moving mesh methods for pricing Asian options with regime switching. - Jingtang Ma; Zhiqiang Zhou (J. Comput. Appl. Math., 2016)

Hybrid Laplace transform and finite difference methods for pricing American options under complex models. - Jingtang Ma; Zhiqiang Zhou; Zhenyu Cui (Comput. Math. Appl., 2017)

Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization. - Jingtang Ma; Wenyuan Li; Harry Zheng (Eur. J. Oper. Res., 2017)

A New Finite Element Analysis for Inhomogeneous Boundary-Value Problems of Space Fractional Differential Equations. - Jingtang Ma (J. Sci. Comput., 2017)

Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model. - Yong Chen; Jingtang Ma (Comput. Math. Appl., 2018)

Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates. - Jingtang Ma; Hongji Tang; Song-Ping Zhu (Int. J. Comput. Math., 2018)

Convergence Analysis of Iterative Laplace Transform Methods for the Coupled PDEs from Regime-Switching Option Pricing. - Jingtang Ma; Zhiqiang Zhou (J. Sci. Comput., 2018)

Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations. - Zhiqiang Zhou; Jingtang Ma; Hai-Wei Sun (J. Sci. Comput., 2018)

Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems. - Jingtang Ma; Jie Xing; Harry Zheng (SIAM J. Control. Optim., 2019)

Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model. - Jingtang Ma; Wenyuan Li; Harry Zheng (Eur. J. Oper. Res., 2020)

Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models. - Jingtang Ma; Yong Chen (Int. J. Comput. Math., 2020)

Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing. - Jingtang Ma; Han Wang (J. Comput. Appl. Math., 2020)

Finite Difference Methods for the Hamilton-Jacobi-Bellman Equations Arising in Regime Switching Utility Maximization. - Jingtang Ma; Jianjun Ma (J. Sci. Comput., 2020)

A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps. - Geraldine Tour; Nawdha Thakoor; Jingtang Ma; Désiré Yannick Tangman (J. Sci. Comput., 2020)

Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates. - Wensheng Yang 004; Jingtang Ma; Zhenyu Cui (Math. Methods Oper. Res., 2021)

Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: Option pricing and Greeks. - Jingtang Ma; Wensheng Yang 004; Zhenyu Cui (J. Comput. Appl. Math., 2022)

High-order methods for the option pricing under multivariate rough volatility models. - Zhengguang Shi; Pin Lyu; Jingtang Ma (Comput. Math. Appl., 2023)

An Implicit Scheme for American Put Options. - Xinfu Chen; Zhengyang Lu 004; Jingtang Ma; Jinye Shen (J. Sci. Comput., 2023)

An efficient and provable sequential quadratic programming method for American and swing option pricing. - Jinye Shen; Weizhang Huang; Jingtang Ma (Eur. J. Oper. Res., 2024)

High-dimensional stochastic control models for newsvendor problems and deep learning resolution. - Jingtang Ma; Shan Yang (Ann. Oper. Res., 2024)

A general valuation framework for rough stochastic local volatility models and applications. - Wensheng Yang 004; Jingtang Ma; Zhenyu Cui (Eur. J. Oper. Res., 2025)