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JINGTANG MA
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Name
Affiliation
Papers
JINGTANG MA
School of Economic Mathematics, Southwestern University of Finance and Economics, Chengdu, 611130, PR China
24
Collaborators
Citations
PageRank
19
120
12.98
Referers
Referees
References
217
174
130
Search Limit
100
217
Publications (24 rows)
Collaborators (19 rows)
Referers (100 rows)
Referees (100 rows)
Title
Citations
PageRank
Year
Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: Option pricing and Greeks
0
0.34
2022
Convergence rates of moving mesh methods for moving boundary partial integro–differential equations from regime-switching jump-diffusion Asian option pricing
0
0.34
2020
Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model.
0
0.34
2020
Convergence Rates Of The Numerical Methods For The Delayed Pdes From Option Pricing Under Regime Switching Hard-To-Borrow Models
0
0.34
2020
Global Closed-form Approximation of Free Boundary for Optimal Investment Stopping Problems.
0
0.34
2019
Connection Between Trinomial Trees And Finite Difference Methods For Option Pricing With State-Dependent Switching Rates
0
0.34
2018
Convergence Analysis of Iterative Laplace Transform Methods for the Coupled PDEs from Regime-Switching Option Pricing.
0
0.34
2018
Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations.
1
0.40
2018
Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model.
0
0.34
2018
Hybrid Laplace transform and finite difference methods for pricing American options under complex models.
1
0.40
2017
A New Finite Element Analysis for Inhomogeneous Boundary-Value Problems of Space Fractional Differential Equations
0
0.34
2017
Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization.
0
0.34
2017
Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching.
0
0.34
2016
Moving mesh methods for pricing Asian options with regime switching.
1
0.36
2016
Convergence analysis of moving finite element methods for space fractional differential equations.
10
0.58
2014
Spectral collocation methods for Volterra-integro differential equations with noncompact kernels
9
0.91
2013
Fully discretized collocation methods for nonlinear singular Volterra integral equations
1
0.38
2013
Blow-up solutions of nonlinear Volterra integro-differential equations
0
0.34
2011
High-order finite element methods for time-fractional partial differential equations
66
2.41
2011
Convergence analysis of moving Godunov methods for dynamical boundary layers
1
0.36
2010
On a graded mesh method for a class of weakly singular Volterra integral equations
7
0.91
2009
Moving mesh methods for blowup in reaction-diffusion equations with traveling heat source
4
0.52
2009
A study of moving mesh PDE methods for numerical simulation of blowup in reaction diffusion equations
15
1.21
2008
Finite element methods for partial Volterra integro-differential equations on two-dimensional unbounded spatial domains
4
0.49
2007
1