Sha Lin

Publication Activity (10 Years)

Years Active: 2015-2024
Publications (10 Years): 14

Top Topics

Integral Equation

Analytic Hierarchy Process

Black Scholes Model

Top Venues

Expert Syst. Appl.

Comput. Math. Appl.

J. Comput. Appl. Math.

Publications

Sha Lin, Xuanmeng Lin, Xin-Jiang He
Analytically pricing European options with a two-factor Stein-Stein model. J. Comput. Appl. Math. 440 (2024)
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 (2024)
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) (2024)
Sha Lin, Xin-Jiang He
Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching. Expert Syst. Appl. 217 (2023)
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 (2023)
Wenting Chen, Xin-Jiang He, Sha Lin
default mechanics. Commun. Stat. Simul. Comput. 51 (2) (2022)
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) (2022)
Xin-Jiang He, Sha Lin
An accurate approximation to barrier option prices with discrete fixed-amount dividends: Nonlinear dynamics. Expert Syst. Appl. 204 (2022)
Xin-Jiang He, Sha Lin
A fractional Black-Scholes model with stochastic volatility and European option pricing. Expert Syst. Appl. 178 (2021)
Sha Lin, Xin-Jiang He
A new integral equation approach for pricing American-style barrier options with rebates. J. Comput. Appl. Math. 383 (2021)
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) (2020)
Sha Lin, Xin-Jiang He
A regime switching fractional Black-Scholes model and European option pricing. Commun. Nonlinear Sci. Numer. Simul. 85 (2020)
Song-Ping Zhu, Sha Lin, Xiaoping Lu
Pricing puttable convertible bonds with integral equation approaches. Comput. Math. Appl. 75 (8) (2018)
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)