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Kai Ma
Kai Ma
University Of Waterloo
Verified email at uwaterloo.ca
Title
Cited by
Cited by
Year
An unconditionally monotone numerical scheme for the two-factor uncertain volatility model
K Ma, PA Forsyth
IMA Journal of Numerical Analysis 37 (2), 905-944, 2017
472017
Numerical solution of the Hamilton–Jacobi–Bellman formulation for continuous-time mean–variance asset allocation under stochastic volatility
K Ma, P Forsyth
Journal of Computational Finance, Forthcoming, 2016
342016
Numerical Solutions of Two-factor Hamilton-Jacobi-Bellman Equations in Finance
K Ma
University of Waterloo, 2015
2015
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Articles 1–3