Pingping Zeng

Available identifiers

zbMath Open zeng.pingpingMaRDI QIDQ2102845

List of research outcomes

Publication	Date of Publication	Type
Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps	2024-01-31	Paper
Pricing discretely monitored Asian options under regime-switching and stochastic volatility models with jumps	2024-01-25	Paper
A transform-based method for pricing Asian options under general two-dimensional models	2023-12-14	Paper
Pricing contingent convertibles with idiosyncratic risk	2023-10-23	Paper
Computable error bounds of multidimensional Euler inversion and their financial applications	2022-12-12	Paper
Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes	2018-11-14	Paper
Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model	2018-09-06	Paper
Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals	2018-03-12	Paper
FAST HILBERT TRANSFORM ALGORITHMS FOR PRICING DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS	2016-01-08	Paper
Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach	2014-09-05	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Pingping Zeng