| 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 | 36 | 2019 |
| How to find a codimension-one heteroclinic cycle between two periodic orbits W Zhang, B Krauskopf, V Kirk Discrete Contin. Dyn. Syst 32 (8), 2825-2851, 2012 | 36 | 2012 |
| Instantaneous squared VIX and VIX derivatives X Luo, JE Zhang, W Zhang Journal of Futures Markets 39 (10), 1193-1213, 2019 | 33 | 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 | 29 | 2020 |
| 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 | 28 | 2012 |
| Volatility of volatility is (also) rough J Da Fonseca, W Zhang Journal of Futures Markets 39 (5), 600-611, 2019 | 23 | 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), 9, 2011 | 20 | 2011 |
| Pricing variance swaps under hybrid CEV and stochastic volatility J Cao, JH Kim, W Zhang Journal of Computational and Applied Mathematics 386, 113220, 2021 | 19 | 2021 |
| GARCH option pricing models and the variance risk premium W Zhang, JE Zhang Journal of Risk and Financial Management 13 (3), 51, 2020 | 19 | 2020 |
| Improving a credit scoring model by incorporating bank statement derived features RP Bunker, W Zhang, MA Naeem arXiv preprint arXiv:1611.00252, 2016 | 18 | 2016 |
| 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, ... International Conference on Smart Grid Inspired Future Technologies, 93-102, 2018 | 17 | 2018 |
| The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure J Cao, TRN Roslan, W Zhang Journal of the Korean Mathematical Society 57 (5), 1167-1186, 2020 | 13 | 2020 |
| Pricing VIX derivatives with infinite‐activity jumps J Cao, X Ruan, S Su, W Zhang Journal of Futures Markets 40 (3), 329-354, 2020 | 12 | 2020 |
| In situ observations of the occlusion of a clay-sugar compound within calcite J Chi, C Jia, W Zhang, CV Putnis, L Wang Environmental Science: Nano 9 (2), 523-531, 2022 | 11 | 2022 |
| Dynamic portfolio choice and information trading with recursive utility X Chen, X Ruan, W Zhang Economic modelling 98, 154-167, 2021 | 11 | 2021 |
| Rough stochastic elasticity of variance and option pricing J Cao, JH Kim, SW Kim, W Zhang Finance Research Letters 37, 101381, 2020 | 10 | 2020 |
| 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 | 10 | 2018 |
| 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 | 9 | 2017 |
| Analyzing and forecasting electricity price using regime‐switching models: The case of New Zealand market G Kapoor, N Wichitaksorn, W Zhang Journal of Forecasting 42 (8), 2011-2026, 2023 | 8 | 2023 |
| Rescaling the double-mean-reverting 4/2 stochastic volatility model for derivative pricing J Cao, JH Kim, W Liu, W Zhang Finance Research Letters 58, 104374, 2023 | 7 | 2023 |
