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 | 347 | 2002 |
VIX futures JE Zhang, Y Zhu Journal of Futures Markets 26 (6), 521-531, 2006 | 259 | 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 | 198 | 2000 |
Testing range estimators of historical volatility J Shu, JE Zhang Journal of Futures Markets 26 (3), 297-313, 2006 | 156 | 2006 |
The new market for volatility trading JE Zhang, J Shu, M Brenner Journal of Futures Markets 30 (9), 809-833, 2010 | 149* | 2010 |
Causality in the VIX futures market J Shu, JE Zhang Journal of Futures Markets 32 (1), 24-46, 2012 | 139 | 2012 |
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 | 136 | 2001 |
Darboux transformations of classical Boussinesq system and its multi-soliton solutions Y Li, JE Zhang Physics Letters A 284 (6), 253-258, 2001 | 131 | 2001 |
The implied volatility smirk JE Zhang, Y Xiang Quantitative Finance 8 (3), 263-284, 2008 | 130 | 2008 |
GARCH Option Pricing Models, the CBOE VIX and Variance Risk Premium J Hao, JE Zhang Journal of Financial Econometrics 11 (3), 556-580, 2013 | 122 | 2013 |
Hedging volatility risk M Brenner, EY Ou, JE Zhang Journal of Banking & Finance 30 (3), 811-821, 2006 | 112 | 2006 |
Variance term structure and VIX futures pricing Y Zhu, JE Zhang International Journal of Theoretical and Applied Finance 10 (01), 111-127, 2007 | 102 | 2007 |
The multiple-soliton solution of the Camassa-Holm equation Y Li, JE Zhang Proceedings of the Royal Society of London. Series A 460 (2049), 2617-2627, 2004 | 101 | 2004 |
A new well-posed algorithm to recover implied local volatility L Jiang, Q Chen, L Wang, JE Zhang Quantitative Finance 3 (6), 451, 2003 | 93 | 2003 |
Pricing continuously sampled Asian options with perturbation method JE Zhang Journal of Futures Markets 23 (6), 535-560, 2003 | 93* | 2003 |
The term structure of VIX X Luo, JE Zhang Journal of Futures Markets 32 (12), 1092-1123, 2012 | 84 | 2012 |
On modeling nonlinear long waves TY Wu, JE Zhang Mathematics Is for Solving Problems, 233-249, 1996 | 79 | 1996 |
Equilibrium asset and option pricing under jump diffusion JE Zhang, H Zhao, EC Chang Mathematical Finance 22 (3), 538-568, 2012 | 68 | 2012 |
The relation between implied and realized volatility of S&P 500 index J Shu, JE Zhang Wilmott magazine, 83-91, 2001 | 66 | 2001 |
The CBOE S&P 500 three-month variance futures JE Zhang, Y Huang Journal of Futures Markets 30 (1), 48-70, 2010 | 64 | 2010 |