Concepedia

Wenjun Zhang

WZ

Statistics

Publications

10

Citations

195

H-Index

10

Active since

2011

Affiliations

Auckland University of Technology(Current)

University of Otago

University of Auckland

Wenjun Zhang is an author at Auckland University of Technology specializing in business, asset pricing, and finance.

Top concepts

BusinessAsset PricingFinanceEngineeringVolatility ModelingFinancial EconomicsOption PricingMultivariate Stochastic VolatilityStatisticsQuantitative Finance

Publications per year

2011–2020

10

Publications

10

How to find a codimension-one heterocliniccycle between two periodic orbits

Wenjun Zhang, Bernd Krauskopf, Vivien Kirk · Discrete and Continuous Dynamical Systems · 2012 · 29 citations

Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean–variance insurer with ambiguity aversion

Hui Zhao, Yang Shen, Yan Zeng et al. · Insurance Mathematics and Economics · 2019 · 27 citations

Economics, Portfolio Optimization, Asset Pricing +11

Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices

Jiling Cao, Xinfeng Ruan, Wenjun Zhang · Journal of Futures Markets · 2020 · 27 citations

Index System, Option Pricing, Volatility Modeling +15

Instantaneous squared VIX and VIX derivatives

Xingguo Luo, Jin E. Zhang, Wenjun Zhang · Journal of Futures Markets · 2019 · 23 citations

Numerical Analysis, Option Pricing, Volatility Modeling +15

Traveling Waves in a Simplified Model of Calcium Dynamics

Je-Chiang Tsai, Wenjun Zhang, Vivien Kirk et al. · SIAM Journal on Applied Dynamical Systems · 2012 · 20 citations

Engineering, Physics, Wave Propagation +11

Rows per page

1–5 of 10