Jin Ma

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Publications

Citations

1.2K

H-Index

Active since

1993

Affiliations

University of Southern California(Current)

Purdue University West Lafayette

Shandong University

Université de Bretagne Occidentale

California Southern University

Jin Ma is an author at University of Southern California specializing in stochastic processes, stochastic differential equations, and stochastic calculus.

ORCID

Publications per year

1993–2018

Publications

Hedging options for a large investor and forward-backward SDE's

Jakša Cvitanić, Jin Ma · The Annals of Applied Probability · 1996 · 220 citations · Full text

Business, Economics, Finance +17

Numberical Method for Backward Stochastic Differential Equations

Jin Ma, Philip Protter, Jaime San Martı́n et al. · The Annals of Applied Probability · 2002 · 155 citations · Full text

Engineering, Mathematics, Differential Equations +16

Representation theorems for backward stochastic differential equations

Jin Ma, Jianfeng Zhang · The Annals of Applied Probability · 2002 · 136 citations · Full text

Engineering, Economics, Finance +17

A Stochastic Maximum Principle for General Mean-Field Systems

Rainer Buckdahn, Juan Li, Jin Ma · Applied Mathematics & Optimization · 2016 · 80 citations

Engineering, Mathematics, Mathematical Physics +13

Black's Consol Rate Conjecture

Darrell Duffie, Jin Ma, Jiongmin Yong · The Annals of Applied Probability · 1995 · 63 citations · Full text

Social Sciences, Economics, Finance +15

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