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曾萍萍

Tenure-Track助理教授  

0755-88018701

  • 简历
  • 科研
  • 教学
  • 发表论著

工作经

2016  -                    南方科技大学       Tenure-Track助理教授

2015.11-2016.06    香港科技大学     工业工程与物流管理系 博士后

2014.9-2015.10      维也纳大学       数学系  博士后

2014.7-2014.8        滑铁卢大学      统计与精算系 访问


教育背景

2010.9-2014.6        香港科技大学   金融数学专业博士学位

2006.9-2010.6        电子科技大大学 数学与应用数学学士学位


获奖情况

2014.05                 荣获香港科技大学数学系颁发的9th Epsilon Fund Award


发表论文


1.   Huang, Yao Tung, Pingping Zeng, and Yue-Kuen Kwok. Optimal initiation of Guaranteed Lifelong Minimum Withdrawal with dynamic withdrawals. SIAM Journal on Financial Mathematics, 2017, 8(1): 804-840.

2.   Wendong Zheng, Pingping Zeng, Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model, Applied Mathematics Finance,2016,23(5): 344-373

3.   Pingping Zeng, Yue-Kuen Kwok, Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes, Quantitative Finance, 2016, 16(9): 1375-1391

4.   Pingping Zeng, Yue-Kuen Kwok, Wendong Zheng, Fast Hilbert transform algorithms for pricing discrete timer options under stochastic volatility models, International Journal of Theoretical and Applied Finance, 2015, 18(7)

5.   Pingping Zeng, Yue-Kuen Kwok, Pricing barrier and Bermudan style options under time-changed Lévy processes: fast Hilbert transform approach,SIAM Journal on Scientific Computing, 2014, 36(3): B450-B485

6.   Yong Duan, Yuanming Zheng, Pingping Zeng, Convergence estimate of the RBF-based meshless method for initial-boundary value problem of wave equations. Engineering Analysis with Boundary Elements, 2012, 36(3): 303-309