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