Xin-Jiang He

25 papers Journal 25
YearRankTypeTitle / Venue / Authors
2026 J jnl
A stacked ensemble of LSTM, GRU and XGBoost with residual learning for corn futures price forecasting.
Appl. Intell.
Xin-Jiang He, Zezhou Chen, Sha Lin
2026 J jnl
Variance and volatility swap valuation with stochastic liquidity and regime switching stochastic volatility.
Commun. Nonlinear Sci. Numer. Simul.
Xin-Jiang He, Wenting Chen, Tuantuan Lu, Sha Lin
2025 J jnl
A closed-form solution for pricing European-style options under the Heston model with credit and liquidity risks.
Commun. Nonlinear Sci. Numer. Simul.
Xin-Jiang He, Shou-De Huang, Sha Lin
2025 J jnl
Forecasting crude oil option prices with dynamic factors using integrated machine learning models.
Commun. Nonlinear Sci. Numer. Simul.
Kexin Yu, Xin-Jiang He, Xiaoyang Han, Xin Luo, Sha Lin
2025 J jnl
Pricing American options with exogenous and endogenous transaction costs.
Comput. Math. Appl.
Dong Yan, Xin-Jie Huang, Guiyuan Ma, Xin-Jiang He
2024 J jnl
Analytically pricing European options with a two-factor Stein-Stein model.
J. Comput. Appl. Math.
Sha Lin, Xuanmeng Lin, Xin-Jiang He
2024 J jnl
Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure.
Expert Syst. Appl.
Xin-Jiang He, Sha Lin
2024 J jnl
Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks.
Math. Comput. Simul.
Zhihao Hu, Ben-Zhang Yang, Xin-Jiang He, Jia Yue
2023 J jnl
A new nonlinear stochastic volatility model with regime switching stochastic mean reversion and its applications to option pricing.
Expert Syst. Appl.
Xin-Jiang He, Sha Lin
2023 J jnl
Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching.
Expert Syst. Appl.
Sha Lin, Xin-Jiang He
2023 J jnl
Exchange options with stochastic liquidity risk.
Expert Syst. Appl.
Puneet Pasricha, Xin-Jiang He
2022 J jnl
A closed-form pricing formula for European options with market liquidity risk.
Expert Syst. Appl.
Puneet Pasricha, Song-Ping Zhu, Xin-Jiang He
2022 J jnl
A closed-form pricing formula for variance swaps under a stochastic volatility model with a stochastic mean-reversion level.
Soft Comput.
Xin-Jiang He, Sha Lin
2022 J jnl
An accurate approximation to barrier option prices with discrete fixed-amount dividends: Nonlinear dynamics.
Expert Syst. Appl.
Xin-Jiang He, Sha Lin
2022 J jnl
Analytical pricing formulae for variance and volatility swaps with a new stochastic volatility and interest rate model.
Expert Syst. Appl.
Xin-Jiang He, Song-Ping Zhu
2022 J jnl
Pricing credit default swaps with Parisian and Par
Commun. Stat. Simul. Comput.
Wenting Chen, Xin-Jiang He, Sha Lin
2021 J jnl
A fractional Black-Scholes model with stochastic volatility and European option pricing.
Expert Syst. Appl.
Xin-Jiang He, Sha Lin
2021 J jnl
A new integral equation approach for pricing American-style barrier options with rebates.
J. Comput. Appl. Math.
Sha Lin, Xin-Jiang He
2020 J jnl
A regime switching fractional Black-Scholes model and European option pricing.
Commun. Nonlinear Sci. Numer. Simul.
Sha Lin, Xin-Jiang He
2019 J jnl
An alternative form to calibrate the correlated Stein-Stein option pricing model.
Comput. Appl. Math.
Xin-Jiang He, Song-Ping Zhu
2018 J jnl
A Monte-Carlo based approach for pricing credit default swaps with regime switching.
Comput. Math. Appl.
Xin-Jiang He, Wenting Chen
2018 J jnl
A closed-form pricing formula for European options under the Heston model with stochastic interest rate.
J. Comput. Appl. Math.
Xin-Jiang He, Song-Ping Zhu
2018 J jnl
A modified Black-Scholes pricing formula for European options with bounded underlying prices.
Comput. Math. Appl.
Song-Ping Zhu, Xin-Jiang He
2018 J jnl
A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate.
Comput. Math. Appl.
Xin-Jiang He, Song-Ping Zhu
2016 J jnl
An alternative form used to calibrate the Heston option pricing model.
Comput. Math. Appl.
Xin-Jiang He, Song-Ping Zhu