The following publications are possibly variants of this publication:
- Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow modelYong Chen, Jingtang Ma. cma, 76(9):2129-2140, 2018. [doi]
- Convergence rates of trinomial tree methods for option pricing under regime-switching modelsJingtang Ma, Tengfei Zhu. appml, 39:13-18, 2015. [doi]
- Convergence Analysis of Iterative Laplace Transform Methods for the Coupled PDEs from Regime-Switching Option PricingJingtang Ma, Zhiqiang Zhou. jscic, 75(3):1656-1674, 2018. [doi]
- Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricingJingtang Ma, Han Wang. jcam, 370, 2020. [doi]