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Junmei Ma

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2020 – today

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2025
[j4]
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  - journals/eor/MaWX25
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Junmei Ma, Chen Wang, Wei Xu:
A new lattice approach for risk-minimization hedging under generalized autoregressive conditional heteroskedasticity models. Eur. J. Oper. Res. 321(3): 1021-1035 (2025)

2010 – 2019

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2019
[j3]
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Chenglong Xu, Junmei Ma, Yiming Tian:
Least-square-based control variate method for pricing options under general factor models. Int. J. Comput. Math. 96(6): 1121-1136 (2019)
2014
[j2]
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Junmei Ma, Chenglong Xu:
Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion. Int. J. Comput. Math. 91(9): 2039-2059 (2014)
2010
[j1]
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Junmei Ma, Chenglong Xu:
An efficient control variate method for pricing variance derivatives. J. Comput. Appl. Math. 235(1): 108-119 (2010)

2000 – 2009

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2009
[c1]
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Junmei Ma, Chenglong Xu:
Modeling of Variance Swap and Improved Control Variate for Monte Carlo Method. BIFE 2009: 735-739

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