Concepedia
Statistics
Publications
21
Citations
428
H-Index
15
Active since
2018
Affiliations
Zhejiang Gongshang University(Current)
Zhejiang University of Technology
University of Wollongong
Sha Lin is an author at Zhejiang Gongshang University specializing in business, asset pricing, and option pricing.
Top concepts
BusinessAsset PricingOption PricingFinanceVolatility ModelingMultivariate Stochastic VolatilityEngineeringStochastic VolatilityFinancial EconomicsFinancial Engineering
Publications per year
2018–2025
A fractional Black-Scholes model with stochastic volatility and European option pricing
Xin‐Jiang He, Sha Lin · Expert Systems with Applications · 2021 · 42 citations
Option Pricing, Black-scholes Model, Multivariate Stochastic Volatility +10
Analytically pricing exchange options with stochastic liquidity and regime switching
Xin‐Jiang He, Sha Lin · Journal of Futures Markets · 2023 · 34 citations
Option Pricing, Economics, Financial Economics +13
A new nonlinear stochastic volatility model with regime switching stochastic mean reversion and its applications to option pricing
Xin‐Jiang He, Sha Lin · Expert Systems with Applications · 2022 · 32 citations
Option Pricing, Multivariate Stochastic Volatility, Volatility Modeling +9
Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching
Sha Lin, Xin‐Jiang He · Expert Systems with Applications · 2023 · 30 citations
Volatility Modeling, Option Pricing, Multivariate Stochastic Volatility +11
Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure
Xin‐Jiang He, Sha Lin · Expert Systems with Applications · 2024 · 29 citations
Three-factor Stochastic Volatility, Volatility Modeling, Option Pricing +8
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