Sha Lin

585 citations
46 papers · 420 · 1 hit paper · h-index 14

Impact in

  • Finance top 2%
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
    • Capital Investment and Risk Analysis
    • Financial Markets and Investment Strategies
    • Credit Risk and Financial Regulations
    • Differential Equations and Numerical Methods

Papers in

    • Stochastic processes and financial applications 43
    • Financial Risk and Volatility Modeling 27
    • Capital Investment and Risk Analysis 12
    • Credit Risk and Financial Regulations 7
    • Financial Markets and Investment Strategies 6
    • Economic theories and models 3

Sha Lin

41 papers receiving 419 citations

Sha Lin's Hit Papers

A closed-form formula for pricing exchange options with regime switching stochastic volatility and stochastic liquidity 2025 · 16 citations
160Years since publication51015

Peers

Sha Lin
Comparison fields: 5 of 27
  • Finance 363
  • Numerical Analysis 42
  • Demography 70
  • Modeling and Simulation 20
  • Economics and Econometrics 88
Replace Dmitry Davydov with:
Dmitry Davydov United States
Kenneth R. Vetzal Canada
H. Windcliff Canada
Xin‐Jiang He China
Jeong‐Hoon Kim South Korea
R. H. Liu United States
Junkee Jeon South Korea
M. J. Ruijter Netherlands
Guanghua Lian Australia
Omar El Euch France
Sha Lin relative to Dmitry Davydov United States Dmitry Davydov's profile →
Citations per field
00.5×10×16.6×
Dmitry Davydov · 1×
Citations per year

Countries citing papers authored by Sha Lin

Since Specialization
Citations

This map shows the geographic impact of Sha Lin's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Sha Lin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Sha Lin more than expected).

Fields of papers citing papers by Sha Lin

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Sha Lin. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Sha Lin. The network helps show where Sha Lin may publish in the future.

Co-authors

The 11 scholars most cited alongside Sha Lin, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Sha Lin Line = papers co-authored together Sha Lin links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 46 papers — load more, or switch the sort, to bring in the rest.

#Work
1 202136
2 202326
3 202226
4 202324
5 202423
6 202019
7 202217
8 202117
9 202516
10
A closed-form formula for pricing exchange options with regime switching stochastic volatility and stochastic liquidity
Hit paper breakdown →
202516
11 202516
12 202116
13 202414
14 202513
15 202413
16 202412
17 202312
18 20239
19 20189
20 20209

About Sha Lin

Sha Lin is a scholar working on Finance, Economics and Econometrics, Demography, Numerical Analysis and General Economics, Econometrics and Finance, having authored 46 papers that have together received 420 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (43 papers), Financial Risk and Volatility Modeling (27 papers), Capital Investment and Risk Analysis (12 papers), Credit Risk and Financial Regulations (7 papers), Insurance, Mortality, Demography, Risk Management (6 papers), Financial Markets and Investment Strategies (6 papers), Differential Equations and Numerical Methods (4 papers) and Economic theories and models (3 papers). The work is most often cited by research in Finance (363 citations), Numerical Analysis (42 citations), Demography (70 citations), Modeling and Simulation (20 citations) and Economics and Econometrics (88 citations). Sha Lin has collaborated with scholars based in China, Australia and India. Frequent co-authors include Xin‐Jiang He, Song‐Ping Zhu, Wen‐Ting Wei, Mei‐Ling Chen, Hang Chen, Xiaoping Lu, Tuantuan Lu, Zhihao Hu, Kexin Yu and Xiaoyang Han. Their work appears in journals such as Journal of Futures Markets, Expert Systems with Applications, Communications in Nonlinear Science and Numerical Simulation, Journal of Computational and Applied Mathematics and The North American Journal of Economics and Finance.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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