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Disambiguation of "Ma, Jingtang"

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An efficient and provable sequential quadratic programming method for American and swing option pricing.

, , and . Eur. J. Oper. Res., 316 (1): 19-35 (2024)

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Yuzhao Ma

Characterization of higher order modes in optical fibers. Uni Erlangen-Nürnberg, (2009)

Jingxiang Ma

Tsie Ma

Lan Ma

Ma Li

 

Other publications of authors with the same name

Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing., and . J. Comput. Appl. Math., (2020)An efficient and provable sequential quadratic programming method for American and swing option pricing., , and . Eur. J. Oper. Res., 316 (1): 19-35 (2024)Hybrid Laplace transform and finite difference methods for pricing American options under complex models., , and . Comput. Math. Appl., 74 (3): 369-384 (2017)Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models., and . Int. J. Comput. Math., 97 (11): 2210-2232 (2020)Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model., , and . Eur. J. Oper. Res., 280 (2): 428-440 (2020)A general valuation framework for rough stochastic local volatility models and applications., , and . Eur. J. Oper. Res., 322 (1): 307-324 (2025)Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates., , and . Int. J. Comput. Math., 95 (2): 341-360 (2018)An Implicit Scheme for American Put Options., , , and . J. Sci. Comput., 97 (2): 42 (November 2023)Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems., , and . SIAM J. Control. Optim., 57 (3): 2092-2121 (2019)Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization., , and . Eur. J. Oper. Res., 262 (3): 851-862 (2017)