Jingtang Ma

Publication Activity (10 Years)

Years Active: 2007-2024
Publications (10 Years): 21

Top Topics

Monte Carlo Method

Differential Equations

Top Venues

J. Sci. Comput.

J. Comput. Appl. Math.

Comput. Math. Appl.

Eur. J. Oper. Res.

Publications

Jingtang Ma, Shan Yang
High-dimensional stochastic control models for newsvendor problems and deep learning resolution. Ann. Oper. Res. 339 (1-2) (2024)
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) (2024)
Xinfu Chen, Zhengyang Lu, Jingtang Ma, Jinye Shen
An Implicit Scheme for American Put Options. J. Sci. Comput. 97 (2) (2023)
Zhengguang Shi, Pin Lyu, Jingtang Ma
High-order methods for the option pricing under multivariate rough volatility models. Comput. Math. Appl. 139 (2023)
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 (2022)
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) (2021)
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) (2020)
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) (2020)
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)
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) (2020)
Jingtang Ma, Jianjun Ma
Finite Difference Methods for the Hamilton-Jacobi-Bellman Equations Arising in Regime Switching Utility Maximization. J. Sci. Comput. 85 (3) (2020)
Jingtang Ma, Jie Xing, Harry Zheng
Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems. SIAM J. Control. Optim. 57 (3) (2019)
Zhiqiang Zhou, Jingtang Ma, Hai-Wei Sun
Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations. J. Sci. Comput. 74 (1) (2018)
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) (2018)
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) (2018)
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) (2018)
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) (2017)
Jingtang Ma
A New Finite Element Analysis for Inhomogeneous Boundary-Value Problems of Space Fractional Differential Equations. J. Sci. Comput. 70 (1) (2017)
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) (2017)
Jingtang Ma, Zhiqiang Zhou
Moving mesh methods for pricing Asian options with regime switching. J. Comput. Appl. Math. 298 (2016)
Zhiqiang Zhou, Jingtang Ma
Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching. Comput. Math. Appl. 71 (7) (2016)
Jingtang Ma, Tengfei Zhu
Convergence rates of trinomial tree methods for option pricing under regime-switching models. Appl. Math. Lett. 39 (2015)
Jingtang Ma, Jinqiang Liu, Zhiqiang Zhou
Convergence analysis of moving finite element methods for space fractional differential equations. J. Comput. Appl. Math. 255 (2014)
Ying-Jun Jiang, Jingtang Ma
Spectral collocation methods for Volterra-integro differential equations with noncompact kernels. J. Comput. Appl. Math. 244 (2013)
Teresa Diogo, Jingtang Ma, Magda Rebelo
Fully discretized collocation methods for nonlinear singular Volterra integral equations. J. Comput. Appl. Math. 247 (2013)
Ying-Jun Jiang, Jingtang Ma
High-order finite element methods for time-fractional partial differential equations. J. Comput. Appl. Math. 235 (11) (2011)
Jingtang Ma
Blow-up solutions of nonlinear Volterra integro-differential equations. Math. Comput. Model. 54 (11-12) (2011)
Jingtang Ma
Convergence analysis of moving Godunov methods for dynamical boundary layers. Comput. Math. Appl. 59 (1) (2010)
Jingtang Ma, Ying-Jun Jiang
Moving mesh methods for blowup in reaction-diffusion equations with traveling heat source. J. Comput. Phys. 228 (18) (2009)
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) (2009)
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) (2008)
Jingtang Ma
Finite element methods for partial Volterra integro-differential equations on two-dimensional unbounded spatial domains. Appl. Math. Comput. 186 (1) (2007)