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2020 – today
- 2024
[j13]Xin-Jiang He
, Sha Lin:
Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure. Expert Syst. Appl. 246: 123203 (2024)- [j12]Sha Lin, Xuanmeng Lin, Xin-Jiang He:
Analytically pricing European options with a two-factor Stein-Stein model. J. Comput. Appl. Math. 440: 115662 (2024) - [j11]Petrina Kamya, Ivan V. Ozerov, Frank W. Pun, Kyle Tretina, Tatyana Fokina, Shan Chen, Vladimir Naumov, Xi Long, Sha Lin, Mikhail Korzinkin, Daniil Polykovskiy, Alex Aliper, Feng Ren, Alex Zhavoronkov:
PandaOmics: An AI-Driven Platform for Therapeutic Target and Biomarker Discovery. J. Chem. Inf. Model. 64(10): 3961-3969 (2024) - 2023
- [j10]Xin-Jiang He, Sha Lin:
A new nonlinear stochastic volatility model with regime switching stochastic mean reversion and its applications to option pricing. Expert Syst. Appl. 212: 118742 (2023) - [j9]Sha Lin, Xin-Jiang He:
Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching. Expert Syst. Appl. 217: 119592 (2023) - 2022
- [j8]Wenting Chen, Xin-Jiang He, Sha Lin:
Pricing credit default swaps with Parisian and Parasian default mechanics. Commun. Stat. Simul. Comput. 51(2): 421-431 (2022) - [j7]Xin-Jiang He, Sha Lin:
An accurate approximation to barrier option prices with discrete fixed-amount dividends: Nonlinear dynamics. Expert Syst. Appl. 204: 117543 (2022) - [j6]Xin-Jiang He, Sha Lin:
A closed-form pricing formula for variance swaps under a stochastic volatility model with a stochastic mean-reversion level. Soft Comput. 26(8): 3939-3946 (2022) - 2021
- [j5]Xin-Jiang He, Sha Lin:
A fractional Black-Scholes model with stochastic volatility and European option pricing. Expert Syst. Appl. 178: 114983 (2021) - [j4]Sha Lin, Xin-Jiang He:
A new integral equation approach for pricing American-style barrier options with rebates. J. Comput. Appl. Math. 383: 113107 (2021) - 2020
- [j3]Sha Lin, Song-Ping Zhu:
Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme. Comput. Math. Appl. 79(5): 1393-1419 (2020) - [j2]Sha Lin, Xin-Jiang He:
A regime switching fractional Black-Scholes model and European option pricing. Commun. Nonlinear Sci. Numer. Simul. 85: 105222 (2020)
2010 – 2019
- 2018
- [j1]Song-Ping Zhu, Sha Lin, Xiaoping Lu:
Pricing puttable convertible bonds with integral equation approaches. Comput. Math. Appl. 75(8): 2757-2781 (2018) - 2015
- [c1]Hui Xu, Qian Zhou, Jiankun Liu, Sha Lin, Ran Zheng:
Assessment of power system black-start schemes based on improved analytic hierarchy process and fuzzy comprehensive evaluation. ISGT Asia 2015: 1-6
Coauthor Index
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