Edit Profile (opens in new tab) Zeng, Ailing Co-Author Distance Author ID: zeng.ailing Published as: Zeng, Ailing Documents Indexed: 1 Publication since 2019 Co-Authors: 1 Co-Author with 1 Joint Publication 23 Co-Co-Authors Co-Authors 0 single-authored 1 Xue, Jungong Serials 1 SIAM Journal on Financial Mathematics Fields 1 Numerical analysis (65-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year Citations contained in zbMATH Open 1 Publication has been cited 1 time in 1 Document Cited by ▼ Year ▼ Multilevel Monte Carlo method for path-dependent barrier interest rate derivatives. Zbl 1411.91629 Zeng, Ailing; Xue, Jungong 1 2019 Multilevel Monte Carlo method for path-dependent barrier interest rate derivatives. Zbl 1411.91629 Zeng, Ailing; Xue, Jungong 1 2019 Cited by 3 Authors 1 Hu, Xiaobo 1 Xue, Jungong 1 Yu, Xiandi Cited in 1 Serial 1 Quantitative Finance Cited in 2 Fields 1 Numerical analysis (65-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year