default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDJingtang Ma
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
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
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-10-07 21:22 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
