Pingping Zeng

According to our database, Pingping Zeng authored at least 7 papers between 2011 and 2024.

Collaborative distances:

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

2024

Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps.

Weinan Zhang, Pingping Zeng, Gongqiu Zhang, Yue Kuen Kwok

J. Sci. Comput., February, 2024

2023

Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps.

Weinan Zhang, Pingping Zeng, Yue Kuen Kwok

Oper. Res. Lett., November, 2023

2022

Computable error bounds of multidimensional Euler inversion and their financial applications.

Pingping Zeng, Chao Shi

Oper. Res. Lett., 2022

2017

Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals.

Yao Tung Huang, Pingping Zeng, Yue Kuen Kwok

SIAM J. Financial Math., 2017

2016

Salient Object Detection Based on Histogram-Based Contrast and Guided Image Filtering.

Pingping Zeng, Fanjie Meng, Ruixia Shi, Dalong Shan, Yanlong Wang

Proceedings of the Intelligent Data Analysis and Applications, 2016

2014

Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach.

Pingping Zeng, Yue Kuen Kwok

SIAM J. Sci. Comput., 2014

2011

Gender classification system in uncontrolled environments.

Pingping Zeng, Yu-Jin Zhang, Fei Duan

Proceedings of the Intelligent Robots and Computer Vision XXVIII: Algorithms and Techniques, 2011