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2020 – today
- 2024
[j32]Jingtang Ma
, Shan Yang:
High-dimensional stochastic control models for newsvendor problems and deep learning resolution. Ann. Oper. Res. 339(1-2): 789-811 (2024)- [j31]Jinye Shen, Weizhang Huang, Jingtang Ma:
An efficient and provable sequential quadratic programming method for American and swing option pricing. Eur. J. Oper. Res. 316(1): 19-35 (2024) - 2023
- [j30]Zhengguang Shi, Pin Lyu, Jingtang Ma:
High-order methods for the option pricing under multivariate rough volatility models. Comput. Math. Appl. 139: 173-183 (2023) - [j29]Xinfu Chen, Zhengyang Lu, Jingtang Ma, Jinye Shen:
An Implicit Scheme for American Put Options. J. Sci. Comput. 97(2): 42 (2023) - 2022
- [j28]Jingtang Ma, Wensheng Yang, Zhenyu Cui:
Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: Option pricing and Greeks. J. Comput. Appl. Math. 404: 113901 (2022) - 2021
- [j27]Wensheng Yang, Jingtang Ma, Zhenyu Cui:
Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates. Math. Methods Oper. Res. 93(2): 359-412 (2021) - 2020
- [j26]Jingtang Ma, Wenyuan Li, Harry Zheng:
Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model. Eur. J. Oper. Res. 280(2): 428-440 (2020) - [j25]Jingtang Ma, Yong Chen:
Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models. Int. J. Comput. Math. 97(11): 2210-2232 (2020) - [j24]Jingtang Ma, Han Wang:
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. 370 (2020) - [j23]Geraldine Tour, Nawdha Thakoor, Jingtang Ma, Désiré Yannick Tangman:
A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps. J. Sci. Comput. 83(3): 61 (2020) - [j22]Jingtang Ma, Jianjun Ma:
Finite Difference Methods for the Hamilton-Jacobi-Bellman Equations Arising in Regime Switching Utility Maximization. J. Sci. Comput. 85(3): 55 (2020)
2010 – 2019
- 2019
- [j21]Jingtang Ma, Jie Xing, Harry Zheng:
Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems. SIAM J. Control. Optim. 57(3): 2092-2121 (2019) - 2018
- [j20]Yong Chen, Jingtang Ma:
Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model. Comput. Math. Appl. 76(9): 2129-2140 (2018) - [j19]Jingtang Ma, Hongji Tang, Song-Ping Zhu:
Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates. Int. J. Comput. Math. 95(2): 341-360 (2018) - [j18]Zhiqiang Zhou, Jingtang Ma, Hai-Wei Sun:
Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations. J. Sci. Comput. 74(1): 49-69 (2018) - [j17]Jingtang Ma, Zhiqiang Zhou:
Convergence Analysis of Iterative Laplace Transform Methods for the Coupled PDEs from Regime-Switching Option Pricing. J. Sci. Comput. 75(3): 1656-1674 (2018) - 2017
- [j16]Jingtang Ma, Zhiqiang Zhou, Zhenyu Cui:
Hybrid Laplace transform and finite difference methods for pricing American options under complex models. Comput. Math. Appl. 74(3): 369-384 (2017) - [j15]Jingtang Ma, Wenyuan Li, Harry Zheng:
Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization. Eur. J. Oper. Res. 262(3): 851-862 (2017) - [j14]Jingtang Ma:
A New Finite Element Analysis for Inhomogeneous Boundary-Value Problems of Space Fractional Differential Equations. J. Sci. Comput. 70(1): 342-354 (2017) - 2016
- [j13]Zhiqiang Zhou, Jingtang Ma:
Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching. Comput. Math. Appl. 71(7): 1448-1463 (2016) - [j12]Jingtang Ma, Zhiqiang Zhou:
Moving mesh methods for pricing Asian options with regime switching. J. Comput. Appl. Math. 298: 211-221 (2016) - 2015
- [j11]Jingtang Ma, Tengfei Zhu:
Convergence rates of trinomial tree methods for option pricing under regime-switching models. Appl. Math. Lett. 39: 13-18 (2015) - 2014
- [j10]Jingtang Ma, Jinqiang Liu, Zhiqiang Zhou:
Convergence analysis of moving finite element methods for space fractional differential equations. J. Comput. Appl. Math. 255: 661-670 (2014) - 2013
- [j9]Ying-Jun Jiang, Jingtang Ma:
Spectral collocation methods for Volterra-integro differential equations with noncompact kernels. J. Comput. Appl. Math. 244: 115-124 (2013) - [j8]Teresa Diogo, Jingtang Ma, Magda Rebelo:
Fully discretized collocation methods for nonlinear singular Volterra integral equations. J. Comput. Appl. Math. 247: 84-101 (2013) - 2011
- [j7]Ying-Jun Jiang, Jingtang Ma:
High-order finite element methods for time-fractional partial differential equations. J. Comput. Appl. Math. 235(11): 3285-3290 (2011) - [j6]Jingtang Ma:
Blow-up solutions of nonlinear Volterra integro-differential equations. Math. Comput. Model. 54(11-12): 2551-2559 (2011) - 2010
- [j5]Jingtang Ma:
Convergence analysis of moving Godunov methods for dynamical boundary layers. Comput. Math. Appl. 59(1): 80-93 (2010)
2000 – 2009
- 2009
- [j4]Jingtang Ma, Ying-Jun Jiang:
On a graded mesh method for a class of weakly singular Volterra integral equations. J. Comput. Appl. Math. 231(2): 807-814 (2009) - [j3]Jingtang Ma, Ying-Jun Jiang:
Moving mesh methods for blowup in reaction-diffusion equations with traveling heat source. J. Comput. Phys. 228(18): 6977-6990 (2009) - 2008
- [j2]Weizhang Huang, Jingtang Ma, Robert D. Russell:
A study of moving mesh PDE methods for numerical simulation of blowup in reaction diffusion equations. J. Comput. Phys. 227(13): 6532-6552 (2008) - 2007
- [j1]Jingtang Ma:
Finite element methods for partial Volterra integro-differential equations on two-dimensional unbounded spatial domains. Appl. Math. Comput. 186(1): 598-609 (2007)
Coauthor Index
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