马敬堂，现为西南财经大学经济数学学院院长、教授、博士生导师。分别于1996年和2001年获得湖南大学应用数学专业学士学位和计算数学专业硕士学位，2004年获得纽芬兰纪念大学（加拿大）应用数学专业博士学位。分别于2004-2005年和2006-2008年在香港浸会大学和西门菲莎大学（加拿大）从事博士后研究工作。2005-2008年任中国科学院数学与系统科学研究院计算数学研究所助理研究员。2008年9月至今任职于西南财经大学。担任中国计算数学学会理事、四川省数学会常务理事。2016年获得中国仿真学会（一级学会）优秀科研工作者称号。2012年入选教育部新世纪优秀人才计划。主持多项国家自然科学基金面上项目。
主要研究方向：金融数学（期权定价模型和方法、连续时间最优投资问题算法、随机控制与优化计算）；计算数学（分数阶微分方程数值解、偏微分方程自适应移动网格方法、HJB方程数值解）。在SCI、SSCI知名期刊发表论文60余篇。



论文选列：
[1] Error analysis of the fast numerical method for the boundary integral equation of the first kind, Journal of Computational Mathematics, 26 (2008), 56-68. (Joint with Tao Tang)
[2] A study of moving mesh PDE methods for numerical simulation of blowup in reaction diffusion equations, Journal of Computational Physics, 227 (2008), 6532-6552. (Joint with W. Huang and R. D. Russell)
[3] Moving mesh methods for blowup in reaction-diffusion equations with traveling heat source, Journal of Computational Physics, 228 (2009), 6977-6990. (Joint with Y. Jiang)
[4] Moving collocation methods for time fractional differential equations and simulation of blowup, Science in China Series A: Mathematics, 54 (2011), 611-622. (Joint with Y. Jiang)
[5] Analysis of an adaptive remeshing algorithm for reaction-diffusion equations with traveling heat source, Science in China Series A: Mathematics, 41 (2011), 235-251. (in Chinese) (Joint with Y. Jiang)
[6] Analysis of a moving collocation method for one-dimensional partial differential equations, Science China Mathematics, 55 (2012), 827-840. (Joint with W. Huang and R. D. Russell)
[7] Moving finite element methods for time- fractional partial differential equations, Science China Mathematics, 56 (2013), 1287-1300. (Joint with Y. Jiang)
[8] Stochastic lattice models for valuation of volatility options, Economic Modelling, 47 (2015), 93-104. (Joint with W. Li and X. Han)
[9] Explicit approximate analytic formulas for timer option pricing with stochastic interest rates, North American Journal of Economics and Finance, 34 (2015), 1-21. (Joint with D. Deng and Y. Lai)
[10] Convergence analysis and optimal strike choice for static hedges of general path-independent payoffs, Quantitative Finance, 16 (2016), 593-603. (Joint with D. Deng and H. Zheng)
[11] Convergence rates of recombining trees for pricing options on stocks under GBM and regime-switching models with known cash dividends, North American Journal of Economics and Finance, 37 (2016), 128-147. (Joint with J. Fan)
[12] Convergence rates of moving mesh Rannacher methods for PDEs of Asian options pricing, Journal of Computational Mathematics, 34 (2016), 265-286. (Joint with Z. Zhou)
[13] Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization, European Journal of Operational Research, 262 (2017), 851-862. (Joint with W. Li and H. Zheng)
[14] A new finite element analysis for inhomogeneous boundary-value problems of space fractional differential equations, Journal of Scientific Computing, 70 (2017), 342-354.
[15] Optimal investment strategies under dynamic elasticity of variance models, Quantitative Finance, 18 (2018), 1379-1388. (Joint with W. Li)
[16] Fast Laplace transform methods for free-boundary problems of fractional diffusion equations, Journal of Scientific Computing, 74 (2018), 49-69. (Joint with Z. Zhou and H. Sun)
[17] Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing, Journal of Scientific Computing, 75 (2018), 1656-1674. (Joint with Z. Zhou)
[18] Pricing finite-maturity American capped stock loan (in Chinese), Science China Mathematics, to appear 2019. (Joint with L. Yan and Z. Zhou)
[19] Global closed-form approximation of free boundary for optimal investment stopping problems, SIAM Journal on Control and Optimization, to appear 2019. (Joint with J. Xing and H. Zheng)