I agree that this site is using cookies. You can find further informations here.
X
He, Xin‐Jiang
191  results:
Search for persons X
?
1

Closed‐Form Formulae for Variance and Volatility Swaps Unde..:

Lin, Sha ; He, Xin‐Jiang
Journal of Futures Markets.  44 (2024)  8 - p. 1447-1461 , 2024
Link: https://doi.org/10.1002/..
 
?
2

Analytically pricing foreign exchange options under a three..:

He, Xin-Jiang ; Lin, Sha
Expert Systems with Applications.  246 (2024)  - p. 123203 , 2024
Link: https://doi.org/10.1016/..
 
?
3

Analytically pricing European options with a two-factor Ste..:

Lin, Sha ; Lin, Xuanmeng ; He, Xin-Jiang
Journal of Computational and Applied Mathematics.  440 (2024)  - p. 115662 , 2024
Link: https://doi.org/10.1016/..
 
?
4

Equilibrium pricing of European crude oil options with stoc..:

Hu, Zhihao ; Yang, Ben-Zhang ; He, Xin-Jiang.
Mathematics and Computers in Simulation.  219 (2024)  - p. 212-230 , 2024
Link: https://doi.org/10.1016/..
 
?
5

A stochastic liquidity risk model with stochastic volatilit..:

He, Xin-Jiang ; Lin, Sha
Stochastic Models.  , 2024
Link: https://doi.org/10.1080/..
 
?
6

A simple European option pricing formula with a skew Browni..:

Pasricha, Puneet ; He, Xin-Jiang
Probability in the Engineering and Informational Sciences.  38 (2023)  1 - p. 226-226 , 2023
Link: https://doi.org/10.1017/..
 
?
7

Analytically pricing variance and volatility swaps with sto..:

Lin, Sha ; He, Xin-Jiang
Expert Systems with Applications.  217 (2023)  - p. 119592 , 2023
Link: https://doi.org/10.1016/..
 
?
8

Analytically pricing variance and volatility swaps under a ..:

He, Xin-Jiang ; Lin, Sha
The North American Journal of Economics and Finance.  67 (2023)  - p. 101918 , 2023
Link: https://doi.org/10.1016/..
 
?
9

A new nonlinear stochastic volatility model with regime swi..:

He, Xin-Jiang ; Lin, Sha
Expert Systems with Applications.  212 (2023)  - p. 118742 , 2023
Link: https://doi.org/10.1016/..
 
?
10

Analytically pricing exchange options with stochastic liqui..:

He, Xin‐Jiang ; Lin, Sha
Journal of Futures Markets.  43 (2023)  5 - p. 662-676 , 2023
Link: https://doi.org/10.1002/..
 
?
11

Exchange options with stochastic liquidity risk:

Pasricha, Puneet ; He, Xin-Jiang
Expert Systems with Applications.  223 (2023)  - p. 119915 , 2023
Link: https://doi.org/10.1016/..
 
?
12

Analytically pricing European options under a hybrid stocha..:

He, Xin‐Jiang ; Lin, Sha
Journal of Futures Markets.  43 (2023)  7 - p. 951-967 , 2023
Link: https://doi.org/10.1002/..
 
?
13

A closed-form pricing formula for variance swaps under a st..:

He, Xin-Jiang ; Lin, Sha
Soft Computing.  26 (2022)  8 - p. 3939-3946 , 2022
Link: https://doi.org/10.1007/..
 
?
14

A closed-form pricing formula for European options with mar..:

Pasricha, Puneet ; Zhu, Song-Ping ; He, Xin-Jiang
Expert Systems with Applications.  189 (2022)  - p. 116128 , 2022
Link: https://doi.org/10.1016/..
 
?
15

An accurate approximation to barrier option prices with dis..:

He, Xin-Jiang ; Lin, Sha
Expert Systems with Applications.  204 (2022)  - p. 117543 , 2022
Link: https://doi.org/10.1016/..
 
1-15