Pingping Zeng

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 5

Top Topics

Hilbert Transform

Salient Object Detection

Top Venues

Oper. Res. Lett.

SIAM J. Financial Math.

SIAM J. Sci. Comput.

Publications

Weinan Zhang, Pingping Zeng, Gongqiu Zhang, Yue Kuen Kwok
Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps. J. Sci. Comput. 98 (2) (2024)
Weinan Zhang, Pingping Zeng, Yue Kuen Kwok
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps. Oper. Res. Lett. 51 (6) (2023)
Pingping Zeng, Chao Shi
Computable error bounds of multidimensional Euler inversion and their financial applications. Oper. Res. Lett. 50 (6) (2022)
Yao Tung Huang, Pingping Zeng, Yue Kuen Kwok
Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals. SIAM J. Financial Math. 8 (1) (2017)
Pingping Zeng, Fanjie Meng, Ruixia Shi, Dalong Shan, Yanlong Wang
Salient Object Detection Based on Histogram-Based Contrast and Guided Image Filtering. ECC (2016)
Pingping Zeng, Yue Kuen Kwok
Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach. SIAM J. Sci. Comput. 36 (3) (2014)
Pingping Zeng, Yu-Jin Zhang, Fei Duan
Gender classification system in uncontrolled environments. Intelligent Robots and Computer Vision: Algorithms and Techniques (2011)