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Sha Lin · Study
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Author
Sha Lin
6 works
· latest 2024
· 1 institutions
cluster: provisional
ORCID 0000-0003-1692-8711
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Citations
205
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Most cited in this library
A fractional Black-Scholes model with stochastic volatility and European option pricing
2021 · 47 citations
Analytically pricing exchange options with stochastic liquidity and regime switching
2023 · 36 citations
A new nonlinear stochastic volatility model with regime switching stochastic mean reversion and its applications to option pricing
2022 · 33 citations
Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching
2023 · 33 citations
Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure
2024 · 30 citations
Works
6 shown
Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure
Expert Systems with Applications
·
2024
·
2 authors
30
citations
Analytically pricing exchange options with stochastic liquidity and regime switching
Journal of Futures Markets
·
2023
·
2 authors
36
citations
Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching
Expert Systems with Applications
·
2023
·
2 authors
33
citations
A new nonlinear stochastic volatility model with regime switching stochastic mean reversion and its applications to option pricing
Expert Systems with Applications
·
2022
·
2 authors
33
citations
A fractional Black-Scholes model with stochastic volatility and European option pricing
Expert Systems with Applications
·
2021
·
2 authors
47
citations
A regime switching fractional Black–Scholes model and European option pricing
Communications in Nonlinear Science and Numerical Simulation
·
2020
·
2 authors
26
citations