Jingtang Ma - RankMe

34 papers Journal 34

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	A Simple Integral Equation Approach for Optimal Investment Stopping Problems with Partial Information. Math. Oper. Res. Jie Xing, Jingtang Ma, Harry Zheng
2025	J	`jnl`	A general valuation framework for rough stochastic local volatility models and applications. Eur. J. Oper. Res. Wensheng Yang, Jingtang Ma, Zhenyu Cui
2024	J	`jnl`	An efficient and provable sequential quadratic programming method for American and swing option pricing. Eur. J. Oper. Res. Jinye Shen, Weizhang Huang, Jingtang Ma
2024	J	`jnl`	High-dimensional stochastic control models for newsvendor problems and deep learning resolution. Ann. Oper. Res. Jingtang Ma, Shan Yang
2023	J	`jnl`	An Implicit Scheme for American Put Options. J. Sci. Comput. Xinfu Chen, Zhengyang Lu, Jingtang Ma, Jinye Shen
2023	J	`jnl`	High-order methods for the option pricing under multivariate rough volatility models. Comput. Math. Appl. Zhengguang Shi, Pin Lyu, Jingtang Ma
2022	J	`jnl`	Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: Option pricing and Greeks. J. Comput. Appl. Math. Jingtang Ma, Wensheng Yang, Zhenyu Cui
2021	J	`jnl`	Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates. Math. Methods Oper. Res. Wensheng Yang, Jingtang Ma, Zhenyu Cui
2020	J	`jnl`	A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps. J. Sci. Comput. Geraldine Tour, Nawdha Thakoor, Jingtang Ma, Désiré Yannick Tangman
2020	J	`jnl`	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. Jingtang Ma, Han Wang
2020	J	`jnl`	Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models. Int. J. Comput. Math. Jingtang Ma, Yong Chen
2020	J	`jnl`	Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model. Eur. J. Oper. Res. Jingtang Ma, Wenyuan Li, Harry Zheng
2020	J	`jnl`	Finite Difference Methods for the Hamilton-Jacobi-Bellman Equations Arising in Regime Switching Utility Maximization. J. Sci. Comput. Jingtang Ma, Jianjun Ma
2019	J	`jnl`	Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems. SIAM J. Control. Optim. Jingtang Ma, Jie Xing, Harry Zheng
2018	J	`jnl`	Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates. Int. J. Comput. Math. Jingtang Ma, Hongji Tang, Song-Ping Zhu
2018	J	`jnl`	Convergence Analysis of Iterative Laplace Transform Methods for the Coupled PDEs from Regime-Switching Option Pricing. J. Sci. Comput. Jingtang Ma, Zhiqiang Zhou
2018	J	`jnl`	Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations. J. Sci. Comput. Zhiqiang Zhou, Jingtang Ma, Hai-Wei Sun
2018	J	`jnl`	Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model. Comput. Math. Appl. Yong Chen, Jingtang Ma
2017	J	`jnl`	A New Finite Element Analysis for Inhomogeneous Boundary-Value Problems of Space Fractional Differential Equations. J. Sci. Comput. Jingtang Ma
2017	J	`jnl`	Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization. Eur. J. Oper. Res. Jingtang Ma, Wenyuan Li, Harry Zheng
2017	J	`jnl`	Hybrid Laplace transform and finite difference methods for pricing American options under complex models. Comput. Math. Appl. Jingtang Ma, Zhiqiang Zhou, Zhenyu Cui
2016	J	`jnl`	Moving mesh methods for pricing Asian options with regime switching. J. Comput. Appl. Math. Jingtang Ma, Zhiqiang Zhou
2016	J	`jnl`	Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching. Comput. Math. Appl. Zhiqiang Zhou, Jingtang Ma
2015	J	`jnl`	Convergence rates of trinomial tree methods for option pricing under regime-switching models. Appl. Math. Lett. Jingtang Ma, Tengfei Zhu
2014	J	`jnl`	Convergence analysis of moving finite element methods for space fractional differential equations. J. Comput. Appl. Math. Jingtang Ma, Jinqiang Liu, Zhiqiang Zhou
2013	J	`jnl`	Fully discretized collocation methods for nonlinear singular Volterra integral equations. J. Comput. Appl. Math. Teresa Diogo, Jingtang Ma, Magda Rebelo
2013	J	`jnl`	Spectral collocation methods for Volterra-integro differential equations with noncompact kernels. J. Comput. Appl. Math. Ying-Jun Jiang, Jingtang Ma
2011	J	`jnl`	Blow-up solutions of nonlinear Volterra integro-differential equations. Math. Comput. Model. Jingtang Ma
2011	J	`jnl`	High-order finite element methods for time-fractional partial differential equations. J. Comput. Appl. Math. Ying-Jun Jiang, Jingtang Ma
2010	J	`jnl`	Convergence analysis of moving Godunov methods for dynamical boundary layers. Comput. Math. Appl. Jingtang Ma
2009	J	`jnl`	Moving mesh methods for blowup in reaction-diffusion equations with traveling heat source. J. Comput. Phys. Jingtang Ma, Ying-Jun Jiang
2009	J	`jnl`	On a graded mesh method for a class of weakly singular Volterra integral equations. J. Comput. Appl. Math. Jingtang Ma, Ying-Jun Jiang
2008	J	`jnl`	A study of moving mesh PDE methods for numerical simulation of blowup in reaction diffusion equations. J. Comput. Phys. Weizhang Huang, Jingtang Ma, Robert D. Russell
2007	J	`jnl`	Finite element methods for partial Volterra integro-differential equations on two-dimensional unbounded spatial domains. Appl. Math. Comput. Jingtang Ma