How to find a codimension-one heteroclinic cycle between two periodic orbits W Zhang, B Krauskopf, V Kirk Discrete Contin. Dyn. Syst. Ser. A 32 (8), 2825-2851, 2012 | 35 | 2012 |
Instantaneous squared VIX and VIX derivatives X Luo, JE Zhang, W Zhang Journal of Futures Markets 39 (10), 1193-1213, 2019 | 27 | 2019 |
Traveling waves in a simplified model of calcium dynamics JC Tsai, W Zhang, V Kirk, J Sneyd SIAM Journal on Applied Dynamical Systems 11 (4), 1149-1199, 2012 | 27 | 2012 |
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean–variance insurer with ambiguity aversion H Zhao, Y Shen, Y Zeng, W Zhang Insurance: Mathematics and Economics 88, 159-180, 2019 | 24 | 2019 |
Changes in the criticality of Hopf bifurcations due to certain model reduction techniques in systems with multiple timescales W Zhang, V Kirk, J Sneyd, M Wechselberger The Journal of Mathematical Neuroscience 1, 1-22, 2011 | 22 | 2011 |
Volatility of volatility is (also) rough J Da Fonseca, W Zhang Journal of Futures Markets 39 (5), 600-611, 2019 | 21 | 2019 |
Inferring information from the s&p 500, cboe vix, and cboe skew indices J Cao, X Ruan, W Zhang Journal of Futures Markets 40 (6), 945-973, 2020 | 19 | 2020 |
Pricing variance swaps under hybrid CEV and stochastic volatility J Cao, JH Kim, W Zhang Journal of Computational and Applied Mathematics 386, 113220, 2021 | 14 | 2021 |
Improving a credit scoring model by incorporating bank statement derived features RP Bunker, W Zhang, MA Naeem arXiv preprint arXiv:1611.00252, 2016 | 13 | 2016 |
GARCH option pricing models and the variance risk premium W Zhang, JE Zhang Journal of Risk and Financial Management 13 (3), 51, 2020 | 12 | 2020 |
A sustainable connectivity model of the internet access technologies in rural and low-income areas ME Villapol, W Liu, J Gutierrez, J Qadir, S Gordon, J Tan, L Chiaraviglio, ... Smart Grid and Innovative Frontiers in Telecommunications: Third …, 2018 | 12 | 2018 |
Pricing VIX derivatives with infinite‐activity jumps J Cao, X Ruan, S Su, W Zhang Journal of Futures Markets 40 (3), 329-354, 2020 | 11 | 2020 |
The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure J Cao, TRN Roslan, W Zhang 대한수학회지 57 (5), 1167-1186, 2020 | 11 | 2020 |
Rough stochastic elasticity of variance and option pricing J Cao, JH Kim, SW Kim, W Zhang Finance Research Letters 37, 101381, 2020 | 8 | 2020 |
Connecting the unconnected 10% of New Zealanders by 2025: Is a MahiTahi approach possible? M Villapol, W Liu, JA Gutierrez, L Chiaraviglio, A Sathiaseelan, J Wu, ... 2017 27th International Telecommunication Networks and Applications …, 2017 | 8 | 2017 |
Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching J Cao, TRN Roslan, W Zhang Methodology and Computing in Applied Probability 20 (4), 1359-1379, 2018 | 7 | 2018 |
Dynamic portfolio choice and information trading with recursive utility X Chen, X Ruan, W Zhang Economic Modelling 98, 154-167, 2021 | 6 | 2021 |
Valuation of barrier and lookback options under hybrid CEV and stochastic volatility J Cao, JH Kim, X Li, W Zhang Mathematics and Computers in Simulation 208, 660-676, 2023 | 4 | 2023 |
Valuation of European options with stochastic interest rates and transaction costs J Cao, B Wang, W Zhang International Journal of Computer Mathematics 99 (2), 227-239, 2022 | 4 | 2022 |
Valuation of discretely-sampled variance swaps under correlated stochastic volatility and stochastic interest rates TRN Roslan, W Zhang, J Cao | 4 | 2014 |