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Lin Sun

Pricing currency options in the mixed fractional Brownian motion
2013 · Lin Sun · Physica A Statistical Mechanics and its Applications · 75
Investor Sentiment and Stock Market Reactions to COVID‐19: Evidence from China
2022 · Lin Sun, Wei Shi · Discrete Dynamics in Nature and Society · 15
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Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets
2022 · Lin Sun, Jianxin Chen, et al. · Advances in Continuous and Discrete Models · 10
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Maximum likelihood estimators of a long-memory process from discrete observations
2018 · Lin Sun, Lin Wang, et al. · Advances in Difference Equations · 5
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Maximum Likelihood Estimation for Mixed Fractional Vasicek Processes
2022 · Chun-Hao Cai, Yin-Zhong Huang, et al. · Fractal and Fractional · 4
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Low carbon joint strategy and coordination for a dyadic supply chain with Nash bargaining fairness
2022 · Jianxin Chen, Lin Sun, et al. · Journal of Industrial and Management Optimization · 4
Is the Long Memory Factor Important for Extending the Fama and French Five-Factor Model: Evidence from China
2021 · Yicun Li, Yuanyang Teng, et al. · Mathematical Problems in Engineering · 2
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BPO: Revisiting Preference Modeling in Direct Preference Optimization
2025 · Sun, Lin, Liu, Chuang, et al. · arXiv (Cornell University) · 1
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Controlled Parameter Estimation for The AR(1) Model with Stationary Gaussian Noise
2022 · Lin Sun, Chunhao Cai, et al. · Fractal and Fractional · 1
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Supply chain disruption risk prediction using big data analytics and explainable artificial intelligence
2026 · Lin Sun, Jun Zeng · IET conference proceedings.
A blockchain evidence-based digital copyright trading market model and pricing
2026 · Lin Sun, Jun Zeng · IET conference proceedings.
Research on centralized protection scheme of new energy microgrid based on graph theory matrix algorithm
2025 · Yutao Qiu, Biyun Qi, et al. · IET conference proceedings.
Discounted Risk-Sensitive Optimal Control of Switching Diffusions: Viscosity Solution and Numerical Approximation
2023 · Xianggang Lu, Lin Sun · Mathematics
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Coalitional game-based WiFi offloading algorithm in heterogeneous networks
2019 · Lin Sun, Zhu Qi · 中国邮电高校学报：英文版
Pricing method of equity warrants based on firm-value variance
2012 · Lin Sun · Journal of Nanchang University
Option Pricing in a Fuzzy Stochastic Environment
2010 · Lin Sun · Hu'nan Shifan Daxue xuebao. Ziran kexue ban
Application of Fuzzy Numbers to the Equity Warrants Valuation Model
2010 · Lin Sun · Mathematics in Economics
Option Pricing in Fractional Brownian Motion with Transaction Costs
2009 · Lin Sun · Systems Engineering
Works count: 18
Citation count: 117
H-index: 4
I10-index: 3
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