| 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 | 26 | 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 | 26 | 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 | 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, 1-22, 2011 | 22 | 2011 |
| Volatility of volatility is (also) rough J Da Fonseca, W Zhang Journal of Futures Markets 39 (5), 600-611, 2019 | 20 | 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 | 17 | 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 | 13 | 2021 |
| Improving a credit scoring model by incorporating bank statement derived features RP Bunker, W Zhang, MA Naeem arXiv preprint arXiv:1611.00252, 2016 | 12 | 2016 |
| 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 |
| 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 | 11 | 2018 |
| GARCH option pricing models and the variance risk premium W Zhang, JE Zhang Journal of Risk and Financial Management 13 (3), 51, 2020 | 10 | 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 | 9 | 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 |
| Rough stochastic elasticity of variance and option pricing J Cao, JH Kim, SW Kim, W Zhang Finance Research Letters 37, 101381, 2020 | 7 | 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 | 6 | 2018 |
| Dynamic portfolio choice and information trading with recursive utility X Chen, X Ruan, W Zhang Economic Modelling 98, 154-167, 2021 | 5 | 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 |
| Chaotic behavior in monetary systems: Comparison among different types of taylor rules RM Mohseni, W Zhang, J Cao International Journal of Social, Behavioral, Educational, Economic and …, 2015 | 4 | 2015 |
| Valuation of discretely-sampled variance swaps under correlated stochastic volatility and stochastic interest rates TRN Roslan, W Zhang, J Cao | 4 | 2014 |
