| Consistent pricing of VIX and equity derivatives with the 4/2 stochastic volatility plus jumps model W Lin, S Li, X Luo, S Chern Journal of Mathematical Analysis and Applications 447 (2), 778-797, 2017 | 25 | 2017 |
| The valid regions of Gram–Charlier densities with high-order cumulants W Lin, JE Zhang Journal of Computational and Applied Mathematics 407, 113945, 2022 | 11 | 2022 |
| The term structure of the VXX option smirk: Pricing VXX option with a two‐factor model and asymmetry jumps X Tan, C Wang, W Lin, JE Zhang, S Li, X Zhao, Z Zhang Journal of Futures Markets 41 (4), 439-457, 2021 | 6 | 2021 |
| Pricing VIX derivatives with free stochastic volatility model W Lin, S Li, S Chern, JE Zhang Review of Derivatives Research 22, 41-75, 2019 | 5 | 2019 |
| Pricing VXX options by modeling VIX directly W Lin, JE Zhang Journal of Futures Markets 42 (5), 888-922, 2022 | 1 | 2022 |
| Skewness and Option Prices under Stochastic Volatility Models: The Role of Shot-Noise Jumps W Lin, P Aschakulporn, Y Ye, JE Zhang Available at SSRN 4738543, 2024 | | 2024 |
| Further exploration into the valid regions of Gram–Charlier densities W Lin, K Shen, JE Zhang Journal of Computational and Applied Mathematics 429, 115231, 2023 | | 2023 |
| Essays in quantitative finance W Lin University of Otago, 2023 | | 2023 |
