| Optimal bidding and contracting strategies for capital-intensive goods DJ Wu, PR Kleindorfer, JE Zhang European Journal of Operational Research 137 (3), 657-676, 2002 | 311 | 2002 |
| VIX futures JE Zhang, Y Zhu Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 213 | 2006 |
| Darboux transformations of classical Boussinesq system and its new solutions Y Li, WX Ma, JE Zhang Physics Letters A 275 (1-2), 60-66, 2000 | 173 | 2000 |
| Testing range estimators of historical volatility J Shu, JE Zhang Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 124 | 2006 |
| A semi-analytical method for pricing and hedging continuously sampled arithmetic average rate options J Zhang Journal of Computational Finance 5 (1), 59-80, 2001 | 120 | 2001 |
| The new market for volatility trading JE Zhang, J Shu, M Brenner Journal of Futures Markets 30 (9), 809-833, 2010 | 115* | 2010 |
| Hedging volatility risk M Brenner, EY Ou, JE Zhang Journal of Banking & Finance 30 (3), 811-821, 2006 | 105 | 2006 |
| Darboux transformations of classical Boussinesq system and its multi-soliton solutions Y Li, JE Zhang Physics Letters A 284 (6), 253-258, 2001 | 101 | 2001 |
| Causality in the VIX futures market J Shu, JE Zhang Journal of Futures Markets 32 (1), 24-46, 2012 | 100 | 2012 |
| The implied volatility smirk JE Zhang, Y Xiang Quantitative Finance 8 (3), 263-284, 2008 | 92 | 2008 |
| Pricing continuously sampled Asian options with perturbation method JE Zhang Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003 | 87* | 2003 |
| Variance term structure and VIX futures pricing Y Zhu, JE Zhang International Journal of Theoretical and Applied Finance 10 (01), 111-127, 2007 | 84 | 2007 |
| The multiple-soliton solution of the Camassa-Holm equation Y Li, JE Zhang Proceedings of the Royal Society of London. Series A: Mathematical, Physical …, 2004 | 83 | 2004 |
| A new well-posed algorithm to recover implied local volatility L Jiang, Q Chen, L Wang, JE Zhang Quantitative Finance 3, 451-457, 2003 | 80 | 2003 |
| GARCH Option Pricing Models, the CBOE VIX and Variance Risk Premium J Hao, JE Zhang Journal of Financial Econometrics 11 (3), 556-580, 2013 | 74 | 2013 |
| The term structure of VIX X Luo, JE Zhang Journal of Futures Markets 32 (12), 1092-1123, 2012 | 61 | 2012 |
| The relationship between implied and realized volatility of S&P 500 index J Shu, JE Zhang Wilmott magazine 4, 83-91, 2003 | 61 | 2003 |
| The CBOE S&P 500 three-month variance futures JE Zhang, Y Huang | 56 | 2010 |
| On modeling nonlinear long waves TY Wu, JE Zhang Mathematics Is for Solving Problems, 233-249, 1996 | 56 | 1996 |
| Bidirectional solitons on water JE Zhang, Y Li Physical Review E 67 (1), 016306, 2003 | 53 | 2003 |
Xinfeng RuanUniversity of OtagoVerified email at otago.ac.nz
