1.Q. Zhang, S. Deng and W. Guo, “Quantitative theory for the growth rate and amplitude of the compressible Richtmyer-Meshkov instability at all density ratios”, Physical Review Letters, 121, 174502 (2018).
2.J. J. Wylie, Q. Zhang, X. X. Sun, “Anormalous Richtmyer-Meshkov fingering in dissipative particle systems”, Physical Review Leters, 97, NO. 104501 (2006).
3.Q. Zhang, “Analytical Solutions of Layzer-type Approach to Unstable Interfacial Fluid Mixing”, Physical Review Letters, 81, pp. 3391-3394 (1998).
4.Q. Zhang and M. J. Graham, “Scaling Laws for Unstable Interfacial Fluid Mixing Driven by Strong Shocks”, Physical Review Letters, vol. 79, pp. 2674-2677 (1997).
5.J. W. Grove, R. Holmes, D. H. Sharp, Y. Yang and Q. Zhang, “Quantitative Theory of Richtmyer-Meshkov Instability”, Physical. Review Lett.ers, 71, pp. 3473-3476 (1993),
6.Q, Zhang and W. Guo, “Universality of finger growth in two-dimensional Rayleigh-Taylor and Richtmyer-Meshkov instabilities with all density ratios”, Journal of Fluid Mechanics, Vol 786, pp 47-61, (2016).
7.Q, Zhang and L. Ge,“Optimal strategies for asset allocation and consumption under stochastic volatility”, Applied Mathematics Letters, Vol 58, June 2016, pp 69-73, doi: 10.1016/j.aml.2016.02.005.
8.Q. Zhang, W. X. Guo and J. J. Wylie, “Intermittency in dilute granular flows”, Europhyics Letters 115, 14003 (2016).
9.S. Ben Hariz, J.J. Wylie and Q. Zhang, “Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences, Annual of Statistics, 35. pp. 1802- 1826 (2007)
10.W. X. Guo and Q. Zhang “Universitality and scaling laws among fingers at Rayleigh-Taylor and Richtmyer-Meshkoiv unstable interfaces in different dimensions”, Physica D: Nonlinear Phenomena 403 (2020): 132304
11.Q, Zhang and L. Ge, “Optimal strategies for asset allocation and consumption under stochastic volatility", Appl. Math. Lett., 58, pp 69-73, (2016).
12.Q. Zhang and J. G. Han, “Option Prices in Incomplete Markets" Appl. Math. Lett., 26. pp 975-978 (2013).
13.J. G. Han, M. Gao, Q. Zhang, Y. T. Li, “Option Prices under stochastic volatility”, Appl. Math. Lett., 26 (1), pp 1-4 (2013).
Q. Zhang and J. G. Han, “Option Prices in Incomplete Markets" Appl. Math. Lett., 26. pp 975-978 (2013).
14.J. Wylie; Q. Zhang and T. K. Siu, “Can expected shortfall and Value-at-Risk be used to statically hedge options?”, Quantittive Finance, 10 (6) 575-583 (2010).
15.M. Yu, Q. Zhang and D. Yang, “Bankruptcy in Long-term Investment”, Quantitative Finance, 8, pp. 777-794 (2008)
16.D. Yang and Q. Zhang, “Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices”, J of Business, 73, pp. 477-491 (2000)
