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Sha Lin
Observed names:
Lin, Sha,
SHA LIN
Institutions:
Zhejiang University of Technology,
Zhejiang Gongshang University
Observed institutions:
University of Wollongong,
Zhejiang University of Technology,
Zhejiang Gongshang University
ORCID:
0000-0003-1692-8711
Observed ORCID:
0000-0003-1692-8711
OpenAlex ID:
A5057951963
A fractional Black-Scholes model with stochastic volatility and European option pricing
2021
·
Xin-Jiang He
, Sha Lin
·
Expert Systems with Applications
·
47
Analytically pricing exchange options with stochastic liquidity and regime switching
2023
·
Xin‐Jiang He
, Sha Lin
·
Journal of Futures Markets
·
36
Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching
2023
·
Sha Lin
, Xin-Jiang He
·
Expert Systems with Applications
·
33
A new nonlinear stochastic volatility model with regime switching stochastic mean reversion and its applications to option pricing
2022
·
Xin-Jiang He
, Sha Lin
·
Expert Systems with Applications
·
33
Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure
2024
·
Xin-Jiang He
, Sha Lin
·
Expert Systems with Applications
·
30
A regime switching fractional Black–Scholes model and European option pricing
2020
·
Sha Lin
, Xin-Jiang He
·
Communications in Nonlinear Science and Numerical Simulation
·
26
A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model
2021
·
Sha Lin
, Xin-Jiang He
·
Chaos Solitons & Fractals
·
25
Analytically pricing crude oil options under a jump-diffusion model with stochastic liquidity risk and convenience yield
2025
·
Sha Lin
, Meiling Chen
, et al.
·
The North American Journal of Economics and Finance
·
24
A closed-form formula for pricing exchange options with regime switching stochastic volatility and stochastic liquidity
2025
·
Xin-Jiang He
, Wenting Wei
, et al.
·
International Review of Financial Analysis
·
24
A Closed‐Form Formula for Pricing European Options With Stochastic Volatility, Regime Switching, and Stochastic Market Liquidity
2025
·
Xin‐Jiang He
, Hang Chen
, et al.
·
Journal of Futures Markets
·
24
A closed-form solution for pricing European-style options under the Heston model with credit and liquidity risks
2025
·
Xin-Jiang He
, Shou-De Huang
, et al.
·
Communications in Nonlinear Science and Numerical Simulation
·
24
An Analytical Approximation Formula for Barrier Option Prices Under the Heston Model
2021
·
Xin-Jiang He
, Sha Lin
·
Computational Economics
·
23
A stochastic liquidity risk model with stochastic volatility and its applications to option pricing
2024
·
Xin-Jiang He
, Sha Lin
·
Stochastic Models
·
21
A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching
2022
·
Xin-Jiang He
, Sha Lin
·
Japan Journal of Industrial and Applied Mathematics
·
21
Analytical formulae for variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching
2024
·
Xin-Jiang He
, Sha Lin
·
AIMS Mathematics
·
19
PDF
Closed‐Form Formulae for Variance and Volatility Swaps Under Stochastic Volatility With Stochastic Liquidity Risks
2024
·
Sha Lin
, Xin‐Jiang He
·
Journal of Futures Markets
·
18
PDF
Pricing puttable convertible bonds with integral equation approaches
2018
·
Song-Ping Zhu
, Sha Lin
, et al.
·
Computers & Mathematics with Applications
·
16
Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor–corrector scheme
2019
·
Sha Lin
, Song-Ping Zhu
·
Computers & Mathematics with Applications
·
15
Analytically pricing European options with a two-factor Stein–Stein model
2023
·
Sha Lin
, Xuanmeng Lin
, et al.
·
Journal of Computational and Applied Mathematics
·
13
Variance and volatility swap valuation with stochastic liquidity and regime switching stochastic volatility
2025
·
Xin-Jiang He
, Wenting Chen
, et al.
·
Communications in Nonlinear Science and Numerical Simulation
·
12
Pricing American options with stochastic volatility and small nonlinear price impact: A PDE approach
2022
·
Dong Yan
, Sha Lin
, et al.
·
Chaos Solitons & Fractals
·
11
Analytically pricing European options under a two-factor Heston-Vasicek model with regime switching and stochastic interest rate
2026
·
Xin-Jiang He
, Sha Lin
·
AIMS Mathematics
·
10
PDF
Analytically pricing European options in dynamic markets: Incorporating liquidity variations and economic cycles
2024
·
Xin-Jiang He
, Puneet Pasricha
, et al.
·
Economic Modelling
·
10
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
2023
·
Xin‐Jiang He
, Sha Lin
·
Journal of Futures Markets
·
10
PDF
Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching
2021
·
Sha Lin
, Xin-Jiang He
·
Computational Economics
·
10
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Works count:
54
Citation count:
624
H-index:
16
I10-index:
25
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