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  1. Ma, Jingtang [Author] ; Yang, Wensheng [Other]; Cui, Zhenyu [Other]

    Convergence Rate Analysis for the Continuous-Time Markov Chain Approximation of Occupation Time Derivatives and Asian Option Greeks

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    [S.l.]: SSRN, [2019]

    Published in: Stevens Institute of Technology School of Business Research Paper

  2. Ma, Jingtang [Author] ; Zhou, Zhiqiang [Other]; Cui, Zhenyu [Other]

    Hybrid Laplace Transform and Finite Difference Methods for Pricing American Options under Complex Models

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    [S.l.]: SSRN, [2017]

    Published in: Computers & Mathematics with Applications ; Volume 74, Issue 3, Pages 369-384, 1 August 2017