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
3352002
VIX futures
JE Zhang, Y Zhu
Journal of Futures Markets 26 (6), 521-531, 2006
2252006
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
1812000
Testing range estimators of historical volatility
J Shu, JE Zhang
Journal of Futures Markets 26 (3), 297-313, 2006
1282006
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
1282001
The new market for volatility trading
JE Zhang, J Shu, M Brenner
Journal of Futures Markets 30 (9), 809-833, 2010
120*2010
Causality in the VIX futures market
J Shu, JE Zhang
Journal of Futures Markets 32 (1), 24-46, 2012
1062012
Hedging volatility risk
M Brenner, EY Ou, JE Zhang
Journal of Banking & Finance 30 (3), 811-821, 2006
1032006
Darboux transformations of classical Boussinesq system and its multi-soliton solutions
Y Li, JE Zhang
Physics Letters A 284 (6), 253-258, 2001
1032001
The implied volatility smirk
JE Zhang, Y Xiang
Quantitative Finance 8 (3), 263-284, 2008
982008
Pricing continuously sampled Asian options with perturbation method
JE Zhang
Journal of Futures Markets 23 (6), 535-560, 2003
90*2003
Variance term structure and VIX futures pricing
Y Zhu, JE Zhang
International Journal of Theoretical and Applied Finance 10 (01), 111-127, 2007
862007
GARCH Option Pricing Models, the CBOE VIX and Variance Risk Premium
J Hao, JE Zhang
Journal of Financial Econometrics 11 (3), 556-580, 2013
852013
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
852004
A new well-posed algorithm to recover implied local volatility
L Jiang, Q Chen, L Wang, JE Zhang
Quantitative Finance 3 (6), 451, 2003
842003
The term structure of VIX
X Luo, JE Zhang
Journal of Futures Markets 32 (12), 1092-1123, 2012
682012
The relationship between implied and realized volatility of S&P 500 index
J Shu, JE Zhang
Wilmott magazine 4, 83-91, 2003
632003
On modeling nonlinear long waves
TY Wu, JE Zhang
Mathematics Is for Solving Problems, 233-249, 1996
601996
The CBOE S&P 500 three-month variance futures
JE Zhang, Y Huang
Journal of Futures Markets 30 (1), 48-70, 2010
582010
Bidirectional solitons on water
JE Zhang, Y Li
Physical Review E 67 (1), 016306, 2003
552003
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Articles 1–20