Sha Lin

Orcid: 0000-0003-1692-8711

According to our database1, Sha Lin authored at least 14 papers between 2015 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Analytically pricing European options with a two-factor Stein-Stein model.
J. Comput. Appl. Math., April, 2024

PandaOmics: An AI-Driven Platform for Therapeutic Target and Biomarker Discovery.
J. Chem. Inf. Model., 2024

Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure.
Expert Syst. Appl., 2024

2023
Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching.
Expert Syst. Appl., May, 2023

A new nonlinear stochastic volatility model with regime switching stochastic mean reversion and its applications to option pricing.
Expert Syst. Appl., 2023

2022
A closed-form pricing formula for variance swaps under a stochastic volatility model with a stochastic mean-reversion level.
Soft Comput., 2022

An accurate approximation to barrier option prices with discrete fixed-amount dividends: Nonlinear dynamics.
Expert Syst. Appl., 2022

Pricing credit default swaps with Parisian and Par<i>asian</i> default mechanics.
Commun. Stat. Simul. Comput., 2022

2021
A new integral equation approach for pricing American-style barrier options with rebates.
J. Comput. Appl. Math., 2021

A fractional Black-Scholes model with stochastic volatility and European option pricing.
Expert Syst. Appl., 2021

2020
A regime switching fractional Black-Scholes model and European option pricing.
Commun. Nonlinear Sci. Numer. Simul., 2020

Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme.
Comput. Math. Appl., 2020

2018
Pricing puttable convertible bonds with integral equation approaches.
Comput. Math. Appl., 2018

2015
Assessment of power system black-start schemes based on improved analytic hierarchy process and fuzzy comprehensive evaluation.
Proceedings of the 2015 IEEE Innovative Smart Grid Technologies, 2015


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