Xin-Jiang He
Orcid: 0000-0003-1429-5463
According to our database1,
Xin-Jiang He
authored at least 20 papers
between 2016 and 2024.
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Bibliography
2024
J. Comput. Appl. Math., April, 2024
Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks.
Math. Comput. Simul., 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
Expert Syst. Appl., 2022
Analytical pricing formulae for variance and volatility swaps with a new stochastic volatility and interest rate model.
Expert Syst. Appl., 2022
An accurate approximation to barrier option prices with discrete fixed-amount dividends: Nonlinear dynamics.
Expert Syst. Appl., 2022
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
Commun. Nonlinear Sci. Numer. Simul., 2020
2019
Comput. Appl. Math., 2019
2018
A closed-form pricing formula for European options under the Heston model with stochastic interest rate.
J. Comput. Appl. Math., 2018
A modified Black-Scholes pricing formula for European options with bounded underlying prices.
Comput. Math. Appl., 2018
A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate.
Comput. Math. Appl., 2018
Comput. Math. Appl., 2018
2016
Comput. Math. Appl., 2016