Concepedia

Jin Ma

JM

Statistics

Publications

21

Citations

1.2K

H-Index

17

Active since

1993

Affiliations

University of Southern California(Current)

Purdue University West Lafayette

Shandong University

Université de Bretagne Occidentale

Southern California University for Professional Studies

Jin Ma is an author at University of Southern California specializing in engineering, stochastic calculus, and finance.

Top concepts

EngineeringStochastic CalculusFinanceStochastic Differential EquationsBusinessAsset PricingStochastic AnalysisStochastic ProcessesProbabilityOption Pricing

Publications per year

1993–2018

21

Publications

21

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

Jakša Cvitanić, Jin Ma · The Annals of Applied Probability · 1996 · 219 citations · Full text

Option Pricing, Black-scholes Model, Stock Volatility Increase +13

Numberical Method for Backward Stochastic Differential Equations

Jin Ma, Philip Protter, Jaime San Martı́n et al. · The Annals of Applied Probability · 2002 · 154 citations · Full text

Numerical Analysis, Final Condition, Engineering +8

Representation theorems for backward stochastic differential equations

Jin Ma, Jianfeng Zhang · The Annals of Applied Probability · 2002 · 134 citations · Full text

Engineering, Representation Theorems, Stochastic Differential Equations +16

A Stochastic Maximum Principle for General Mean-Field Systems

Rainer Buckdahn, Juan Li, Jin Ma · Applied Mathematics & Optimization · 2016 · 78 citations

Mean Field Game, Stochastic Maximum Principle, Stochastic Calculus +1

Black's Consol Rate Conjecture

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

Cox-ingersoll-ross Model, Fischer Black, Term Structure Model +13

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