Junmei Ma

According to our database, Junmei Ma authored at least 5 papers between 2009 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

A new lattice approach for risk-minimization hedging under generalized autoregressive conditional heteroskedasticity models.

Junmei Ma, Chen Wang, Wei Xu

Eur. J. Oper. Res., 2025

2019

Least-square-based control variate method for pricing options under general factor models.

Chenglong Xu, Junmei Ma, Yiming Tian

Int. J. Comput. Math., 2019

2014

Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion.

Junmei Ma, Chenglong Xu

Int. J. Comput. Math., 2014

2010

An efficient control variate method for pricing variance derivatives.

Junmei Ma, Chenglong Xu

J. Comput. Appl. Math., 2010

2009

Modeling of Variance Swap and Improved Control Variate for Monte Carlo Method.

Junmei Ma, Chenglong Xu

Proceedings of the Business Intelligence: Artificial Intelligence in Business, 2009