72 results on '"Ma, Jingtang"'
Search Results
2. High-dimensional stochastic control models for newsvendor problems and deep learning resolution
3. An efficient and provable sequential quadratic programming method for American and swing option pricing
4. An Implicit Scheme for American Put Options
5. High-order methods for the option pricing under multivariate rough volatility models
6. Optimal entry decision of unemployment insurance under partial information
7. Optimal reinsurance-investment with loss aversion under rough Heston model
8. Dual Control Methods for a Mixed Control Problem with Optimal Stopping Arising in Optimal Consumption and Investment
9. Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: Option pricing and Greeks
10. Optimal Entry Decision of Unemployment Insurance Under Partial Information
11. Delta family approach for the stochastic control problems of utility maximization
12. A fast algorithm for simulation of rough volatility models
13. Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing
14. CTMC integral equation method for American options under stochastic local volatility models
15. Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates
16. Semimartingale and continuous-time Markov chain approximation for rough stochastic local volatility models
17. Finite Difference Methods for the Hamilton–Jacobi–Bellman Equations Arising in Regime Switching Utility Maximization
18. LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS
19. A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps
20. Convergence rates of moving mesh methods for moving boundary partial integro–differential equations from regime-switching jump–diffusion Asian option pricing
21. Least-squares Monte-Carlo methods for optimal stopping investment under CEV models
22. Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model
23. Convergence Analysis for Continuous-Time Markov Chain Approximation of Stochastic Local Volatility Models: Option Pricing and Greeks
24. Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models
25. Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems
26. Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model
27. Optimal investment strategies for general utilities under dynamic elasticity of variance models
28. Convergence Rate Analysis for the Continuous-Time Markov Chain Approximation of Occupation Time Derivatives and Asian Option Greeks
29. Convergence Analysis of Iterative Laplace Transform Methods for the Coupled PDEs from Regime-Switching Option Pricing
30. Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization
31. Hybrid Laplace transform and finite difference methods for pricing American options under complex models
32. Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations
33. Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates
34. Hybrid Laplace Transform and Finite Difference Methods for Pricing American Options under Complex Models
35. Moving Finite Element Methods for a System of Semi-Linear Fractional Diffusion Equations
36. Convergence rates of recombining trees for pricing options on stocks under GBM and regime-switching models with known cash dividends
37. Moving mesh methods for pricing Asian options with regime switching
38. Stochastic areas of diffusions and applications
39. Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching
40. A Laplace Space Approach to American Options
41. Lower-Upper Bound Approach for Pricing American Strangles
42. Explicit approximate analytic formulas for timer option pricing with stochastic interest rates
43. Lattice Boltzmann methods for solving partial differential equations of exotic option pricing
44. Convergence analysis and optimal strike choice for static hedges of general path-independent pay-offs
45. A New Finite Element Analysis for Inhomogeneous Boundary-Value Problems of Space Fractional Differential Equations
46. Stochastic lattice models for valuation of volatility options
47. Convergence rates of trinomial tree methods for option pricing under regime-switching models
48. Convergence analysis of moving finite element methods for space fractional differential equations
49. Fully discretized collocation methods for nonlinear singular Volterra integral equations
50. Spectral collocation methods for Volterra-integro differential equations with noncompact kernels
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.