Wenjun Zhang
Wenjun Zhang
Verified email at aut.ac.nz
Cited by
Cited by
How to find a codimension-one heteroclinic cycle between two periodic orbits
W Zhang, B Krauskopf, V Kirk
Discrete & Continuous Dynamical Systems 32 (8), 2825, 2012
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
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), 1-22, 2011
Instantaneous squared VIX and VIX derivatives
X Luo, JE Zhang, W Zhang
Journal of Futures Markets 39 (10), 1193-1213, 2019
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
Volatility of volatility is (also) rough
J Da Fonseca, W Zhang
Journal of Futures Markets 39 (5), 600-611, 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
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
Improving a credit scoring model by incorporating bank statement derived features
RP Bunker, W Zhang, MA Naeem
arXiv preprint arXiv:1611.00252, 2016
Chaotic behavior in monetary systems: Comparison among different types of Taylor rule
RM Mohseni, W Zhang, J Cao
International Journal of Economics and Management Engineering 9 (8), 2783-2786, 2015
Pricing VIX derivatives with infinite‐activity jumps
J Cao, X Ruan, S Su, W Zhang
Journal of Futures Markets 40 (3), 329-354, 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
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
Valuation of discretely-sampled variance swaps under correlated stochastic volatility and stochastic interest rates
TRN Roslan, W Zhang, J Cao
Rough stochastic elasticity of variance and option pricing
J Cao, JH Kim, SW Kim, W Zhang
Finance Research Letters 37, 101381, 2020
GARCH Option Pricing Models and the Variance Risk Premium
W Zhang, JE Zhang
Journal of Risk and Financial Management 13 (3), 51, 2020
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
Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure
TRN Roslan, W Zhang, J Cao
arXiv preprint arXiv:1610.09714, 2016
Pricing variance swaps under hybrid CEV and stochastic volatility
J Cao, JH Kim, W Zhang
Journal of Computational and Applied Mathematics 386, 113220, 2021
A Sustainable Connectivity Model of the Internet Access Technologies in Rural and Low-Income Areas
J Qadir, S Gordon, J Tan, L Chiaraviglio, J Wu, W Zhang
Smart Grid and Innovative Frontiers in Telecommunications: Third …, 2018
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