Xin‐Jiang He
Author
Alternate names Xinjiang He, Xin‐Jiang He
Institution Zhejiang University of Technology
Past institutions Zhejiang University of Technology, Anshun University, University of Wollongong, China Huadian Corporation (China), Donghua University
ORCID: Yes
H-index: 16
I10-index: 27
Works count: 85
Citations count: 757
A closed-form pricing formula for European options under the Heston model with stochastic interest rate
2017 · Xin‐Jiang He, Song‐Ping Zhu · Journal of Computational and Applied Mathematics
A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean
2020 · Xin‐Jiang He, Wenting Chen · Mathematics and Financial Economics
An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
2016 · Xin‐Jiang He, Song‐Ping Zhu · Journal of Economic Dynamics and Control