Sha Lin

Available identifiers

zbMath Open lin.shaMaRDI QIDQ1999663

List of research outcomes

Publication	Date of Publication	Type
Analytically pricing european options under a two-factor stochastic interest rate model with a stochastic long-run equilibrium level	2024-12-31	Paper
Analytically pricing European options with a two-factor Stein-Stein model	2024-04-09	Paper
VOLATILITY SWAPS VALUATION UNDER A MODIFIED RISK-NEUTRALIZED HESTON MODEL WITH A STOCHASTIC LONG-RUN VARIANCE LEVEL	2023-04-28	Paper
A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching	2023-01-17	Paper
Pricing variance and volatility swaps with stochastic volatility, stochastic interest rate and regime switching	2022-08-15	Paper
Pricing credit default swaps with Parisian and Parasian default mechanics	2022-06-21	Paper
A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model	2022-04-26	Paper
An analytical approximation formula for the pricing of credit default swaps with regime switching	2021-10-26	Paper
Pricing resettable convertible bonds using an integral equation approach	2021-07-13	Paper
A regime switching fractional Black-Scholes model and European option pricing	2020-10-15	Paper
Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme	2020-10-07	Paper
A new integral equation approach for pricing American-style barrier options with rebates	2020-09-14	Paper
A semi-analytical pricing formula for European options under the rough Heston-CIR model	2020-06-02	Paper
Pricing puttable convertible bonds with integral equation approaches	2019-06-27	Paper
Option pricing under the KoBol model	2018-11-16	Paper

Research outcomes over time

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