Vote for your favorite mineral in #MinCup25! - Pectolite vs. Haüyne
It's a pair of striking blue beauties as #pectolite the uncrushable faces off against #hauyne, the phoenix from volcanic ashes!
Log InRegister
Quick Links : The Mindat ManualThe Rock H. Currier Digital LibraryMindat Newsletter [Free Download]
Home PageAbout MindatThe Mindat ManualHistory of MindatCopyright StatusWho We AreContact UsAdvertise on Mindat
Donate to MindatCorporate SponsorshipSponsor a PageSponsored PagesMindat AdvertisersAdvertise on Mindat
Learning CenterWhat is a mineral?The most common minerals on earthInformation for EducatorsMindat ArticlesThe ElementsThe Rock H. Currier Digital LibraryGeologic Time
Minerals by PropertiesMinerals by ChemistryAdvanced Locality SearchRandom MineralRandom LocalitySearch by minIDLocalities Near MeSearch ArticlesSearch GlossaryMore Search Options
Search For:
Mineral Name:
Locality Name:
Keyword(s):
 
The Mindat ManualAdd a New PhotoRate PhotosLocality Edit ReportCoordinate Completion ReportAdd Glossary Item
Mining CompaniesStatisticsUsersMineral MuseumsClubs & OrganizationsMineral Shows & EventsThe Mindat DirectoryDevice SettingsThe Mineral Quiz
Photo SearchPhoto GalleriesSearch by ColorNew Photos TodayNew Photos YesterdayMembers' Photo GalleriesPast Photo of the Day GalleryPhotography

Ma, Jingtang, Chen, Yong (2020) Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models. International Journal of Computer Mathematics, 97 (11) 2210-2232 doi:10.1080/00207160.2019.1685663

Advanced
   -   Only viewable:
Reference TypeJournal (article/letter/editorial)
TitleConvergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models
JournalInternational Journal of Computer Mathematics
AuthorsMa, JingtangAuthor
Chen, YongAuthor
Year2020 (November 1)Volume97
Issue11
PublisherInforma UK Limited
DOIdoi:10.1080/00207160.2019.1685663Search in ResearchGate
Generate Citation Formats
Mindat Ref. ID13183886Long-form Identifiermindat:1:5:13183886:6
GUID0
Full ReferenceMa, Jingtang, Chen, Yong (2020) Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models. International Journal of Computer Mathematics, 97 (11) 2210-2232 doi:10.1080/00207160.2019.1685663
Plain TextMa, Jingtang, Chen, Yong (2020) Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models. International Journal of Computer Mathematics, 97 (11) 2210-2232 doi:10.1080/00207160.2019.1685663
In(2020, November) International Journal of Computer Mathematics Vol. 97 (11) Informa UK Limited

See Also

These are possibly similar items as determined by title/reference text matching only.

Chen, Yong, Ma, Jingtang (2018) Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model. Computers & Mathematics with Applications, 76. 2129-2140 doi:10.1016/j.camwa.2018.08.011
Ma, Jingtang, Zhou, Zhiqiang (2018) Convergence Analysis of Iterative Laplace Transform Methods for the Coupled PDEs from Regime-Switching Option Pricing. Journal of Scientific Computing, 75. 1656-1674 doi:10.1007/s10915-017-0604-7
Ma, Jingtang, Wang, Han (2020) Convergence rates of moving mesh methods for moving boundary partial integro–differential equations from regime-switching jump–diffusion Asian option pricing. Journal of Computational and Applied Mathematics, 370. 112598pp. doi:10.1016/j.cam.2019.112598
Zhou, Zhiqiang, Ma, Jingtang (2016) Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching. Computers & Mathematics with Applications, 71. 1448-1463 doi:10.1016/j.camwa.2016.02.019
Ma, Jingtang, Tang, Hongji, Zhu, Song-Ping (2018) Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates. International Journal of Computer Mathematics, 95. 341-360 doi:10.1080/00207160.2017.1285021
Chen, Yong, Hu, Ruizi (2023) L∞-norm convergence rates of an IMEX scheme for solving a partial integro-differential equation system arising from regime-switching jump-diffusion Asian option pricing. International Journal of Computer Mathematics, 100 (6) 1373-1394 doi:10.1080/00207160.2023.2189048
Muroi, Yoshifumi (2020) CCF approach for asymptotic option pricing under the CEV diffusion. International Journal of Computer Mathematics, 97 (8) 1603-1620 doi:10.1080/00207160.2019.1639675
Tour, Geraldine, Thakoor, Nawdha, Ma, Jingtang, Tangman, Désiré Yannick (2020) A Spectral Element Method for Option Pricing Under Regime-Switching with Jumps. Journal of Scientific Computing, 83 (3) doi:10.1007/s10915-020-01252-7
Shi, Zhengguang, Lyu, Pin, Ma, Jingtang (2023) High-order methods for the option pricing under multivariate rough volatility models. Computers & Mathematics with Applications, 139. 173-183 doi:10.1016/j.camwa.2022.05.039
Daněk, Josef, Pospíšil, Jan (2020) Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models. International Journal of Computer Mathematics, 97 (6) 1268-1292 doi:10.1080/00207160.2019.1614174
Liu, R.H., Nguyen, D. (2015) A tree approach to options pricing under regime-switching jump diffusion models. International Journal of Computer Mathematics, 92. 2575-2595 doi:10.1080/00207160.2015.1073266
 
and/or  
Mindat.org is an outreach project of the Hudson Institute of Mineralogy, a 501(c)(3) not-for-profit organization.
Copyright © mindat.org and the Hudson Institute of Mineralogy 1993-2025, except where stated. Most political location boundaries are © OpenStreetMap contributors. Mindat.org relies on the contributions of thousands of members and supporters. Founded in 2000 by Jolyon Ralph.
To cite: Ralph, J., Von Bargen, D., Martynov, P., Zhang, J., Que, X., Prabhu, A., Morrison, S. M., Li, W., Chen, W., & Ma, X. (2025). Mindat.org: The open access mineralogy database to accelerate data-intensive geoscience research. American Mineralogist, 110(6), 833–844. doi:10.2138/am-2024-9486.
Privacy Policy - Terms & Conditions - Contact Us / DMCA issues - Report a bug/vulnerability Current server date and time: September 17, 2025 19:26:28
Go to top of page