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 | 28 | 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 | 23 | 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 | 22 | 2011 |

Instantaneous squared VIX and VIX derivatives X Luo, JE Zhang, W Zhang Journal of Futures Markets 39 (10), 1193-1213, 2019 | 11 | 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 | 8 | 2019 |

Volatility of volatility is (also) rough J Da Fonseca, W Zhang Journal of Futures Markets 39 (5), 600-611, 2019 | 8 | 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 | 7 | 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 | 7 | 2017 |

Improving a credit scoring model by incorporating bank statement derived features RP Bunker, W Zhang, MA Naeem arXiv preprint arXiv:1611.00252, 2016 | 7 | 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 | 6 | 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 | 5 | 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 | 4 | 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 | 4 | 2018 |

Valuation of discretely-sampled variance swaps under correlated stochastic volatility and stochastic interest rates TRN Roslan, W Zhang, J Cao | 4 | 2014 |

Rough stochastic elasticity of variance and option pricing J Cao, JH Kim, SW Kim, W Zhang Finance Research Letters 37, 101381, 2020 | 2 | 2020 |

GARCH Option Pricing Models and the Variance Risk Premium W Zhang, JE Zhang Journal of Risk and Financial Management 13 (3), 51, 2020 | 2 | 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 | 2 | 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 | 2 | 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 | 1 | 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 | 1 | 2018 |