Jin E. Zhang
Jin E. Zhang
Verified email at otago.ac.nz - Homepage
Title
Cited by
Cited by
Year
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
3112002
VIX futures
JE Zhang, Y Zhu
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006
2132006
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
1732000
Testing range estimators of historical volatility
J Shu, JE Zhang
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006
1242006
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
1202001
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
1052006
Darboux transformations of classical Boussinesq system and its multi-soliton solutions
Y Li, JE Zhang
Physics Letters A 284 (6), 253-258, 2001
1012001
Causality in the VIX futures market
J Shu, JE Zhang
Journal of Futures Markets 32 (1), 24-46, 2012
1002012
The implied volatility smirk
JE Zhang, Y Xiang
Quantitative Finance 8 (3), 263-284, 2008
922008
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
842007
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
832004
A new well-posed algorithm to recover implied local volatility
L Jiang, Q Chen, L Wang, JE Zhang
Quantitative Finance 3, 451-457, 2003
802003
GARCH Option Pricing Models, the CBOE VIX and Variance Risk Premium
J Hao, JE Zhang
Journal of Financial Econometrics 11 (3), 556-580, 2013
742013
The term structure of VIX
X Luo, JE Zhang
Journal of Futures Markets 32 (12), 1092-1123, 2012
612012
The relationship between implied and realized volatility of S&P 500 index
J Shu, JE Zhang
Wilmott magazine 4, 83-91, 2003
612003
The CBOE S&P 500 three-month variance futures
JE Zhang, Y Huang
562010
On modeling nonlinear long waves
TY Wu, JE Zhang
Mathematics Is for Solving Problems, 233-249, 1996
561996
Bidirectional solitons on water
JE Zhang, Y Li
Physical Review E 67 (1), 016306, 2003
532003
The system can't perform the operation now. Try again later.
Articles 1–20