| Asymptotics for rough stochastic volatility models M Forde, H Zhang SIAM Journal on Financial Mathematics 8 (1), 114-145, 2017 | 125 | 2017 |
| One shot schemes for decentralized quickest change detection O Hadjiliadis, H Zhang, HV Poor IEEE Transactions on Information Theory 55 (7), 3346-3359, 2009 | 101 | 2009 |
| On magnitude, asymptotics and duration of drawdowns for Lévy models D Landriault, B Li, H Zhang Bernoulli 23 (1), 432-458, 2017 | 59 | 2017 |
| Maximum Drawdown Insurance P Carr, H Zhang, O Hadjiliadis International Journal of Theoretical and Applied Finance 14 (8), 1195-1230, 2011 | 56 | 2011 |
| Occupation times, drawdowns, and drawups for one-dimensional regular diffusions H Zhang Advances in Applied Probability 47 (1), 210-230, 2015 | 54 | 2015 |
| Drawdowns and the speed of market crash H Zhang, O Hadjiliadis Methodology and Computing in Applied Probability 14, 739-752, 2012 | 51 | 2012 |
| Stochastic Modeling and Fair Valuation of Drawdown Insurance H Zhang, T Leung, O Hadjiliadis Insurance: Mathematics and Economics 53 (3), 840-850, 2013 | 40 | 2013 |
| On the frequency of drawdowns for brownian motion processes D Landriault, B Li, H Zhang Journal of Applied Probability 52 (1), 191-208, 2015 | 39 | 2015 |
| Central clearing and the sizing of default funds A Capponi, J Wang, H Zhang Working Paper, 2018 | 38* | 2018 |
| Game of Singular Stochastic Control and Strategic Exit HD Kwon, H Zhang Mathematics of Operations Research 40 (4), 869–887, 2015 | 36 | 2015 |
| Drawdowns and rallies in a finite time-horizon: drawdowns and rallies H Zhang, O Hadjiliadis Methodology and Computing in Applied Probability 12, 293-308, 2010 | 36 | 2010 |
| Online algorithms for classification of urban objects in 3D point clouds I Stamos, O Hadjiliadis, H Zhang, T Flynn Proceedings of the 2012 Second International Conference on 3D Imaging …, 2012 | 30 | 2012 |
| A unified approach for drawdown (drawup) of time-homogeneous Markov processes D Landriault, B Li, H Zhang Journal of Applied Probability 54 (2), 603-626, 2017 | 26 | 2017 |
| An analytic recursive method for optimal multiple stopping: Canadization and phase-type fitting T Leung, K Yamazaki, H Zhang International Journal of Theoretical and Applied Finance 18 (5), 1550032, 2015 | 26 | 2015 |
| Intraday market making with overnight inventory costs T Adrian, A Capponi, M Fleming, E Vogt, H Zhang Journal of Financial Markets 50, 100564, 2020 | 25 | 2020 |
| Beating the Omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models N Rodosthenous, H Zhang The Annals of Applied Probability 28 (4), 2105-2140, 2018 | 20 | 2018 |
| Small-time asymptotics for a general local-stochastic volatility model with a jump-to-default: curvature and the heat kernel expansion J Armstrong, M Forde, M Lorig, H Zhang SIAM Journal on Financial Mathematics 8 (1), 82–113, 2017 | 17 | 2017 |
| Large deviations for the boundary local time of doubly reflected Brownian motion M Forde, R Kumar, H Zhang Statistics & Probability Letters 96, 262-268, 2015 | 16 | 2015 |
| Quickest detection in coupled systems H Zhang, O Hadjiliadis, T Schäfer, HV Poor SIAM Journal on Control and Optimization 52 (3), 1567-1596, 2014 | 15 | 2014 |
| Robust plant cell tracking in noisy image sequences using optimal crf graph matching M Liu, Y Wei, W Qian, H Zhang IEEE Signal Processing Letters 24 (8), 1168-1172, 2017 | 12 | 2017 |
