Sha Lin

517 total citations
39 papers, 365 citations indexed

About

Sha Lin is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Sha Lin has authored 39 papers receiving a total of 365 indexed citations (citations by other indexed papers that have themselves been cited), including 37 papers in Finance, 7 papers in Economics and Econometrics and 5 papers in Demography. Recurrent topics in Sha Lin's work include Stochastic processes and financial applications (37 papers), Financial Risk and Volatility Modeling (25 papers) and Capital Investment and Risk Analysis (12 papers). Sha Lin is often cited by papers focused on Stochastic processes and financial applications (37 papers), Financial Risk and Volatility Modeling (25 papers) and Capital Investment and Risk Analysis (12 papers). Sha Lin collaborates with scholars based in China, Australia and India. Sha Lin's co-authors include Xin‐Jiang He, Song‐Ping Zhu, Hang Chen, Wen‐Ting Wei, Xiaoping Lu, Mei‐Ling Chen, Zhihao Hu, Kexin Yu and Xiaoyang Han and has published in prestigious journals such as Expert Systems with Applications, Physica A Statistical Mechanics and its Applications and Chaos Solitons & Fractals.

In The Last Decade

Sha Lin

37 papers receiving 356 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Sha Lin China	12	325	83	63	34	34	39	365
Jeong‐Hoon Kim South Korea	12	459 1.4×	121 1.5×	106 1.7×	14 0.4×	53 1.6×	64	500
H. Windcliff Canada	10	336 1.0×	142 1.7×	70 1.1×	50 1.5×	81 2.4×	12	396
Dmitry Davydov United States	4	386 1.2×	115 1.4×	68 1.1×	18 0.5×	37 1.1×	12	435
Xin‐Jiang He China	17	674 2.1×	182 2.2×	134 2.1×	59 1.7×	68 2.0×	79	742
Junkee Jeon South Korea	12	334 1.0×	152 1.8×	87 1.4×	18 0.5×	39 1.1×	72	405
Kenneth R. Vetzal Canada	12	370 1.1×	100 1.2×	103 1.6×	58 1.7×	61 1.8×	24	463
Emmanuelle Clément France	7	295 0.9×	80 1.0×	54 0.9×	23 0.7×	46 1.4×	18	332
Omar El Euch France	5	310 1.0×	119 1.4×	47 0.7×	12 0.4×	19 0.6×	5	330
Samuli Ikonen Finland	7	370 1.1×	43 0.5×	56 0.9×	172 5.1×	20 0.6×	7	415

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-authorship network of co-authors of Sha Lin

This figure shows the co-authorship network connecting the top 25 collaborators of Sha Lin. A scholar is included among the top collaborators of Sha Lin based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Sha Lin. Sha Lin is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

He, Xin‐Jiang, et al.. (2025). Variance and volatility swap valuation with stochastic liquidity and regime switching stochastic volatility. Communications in Nonlinear Science and Numerical Simulation. 154. 109558–109558.

Lin, Sha, et al.. (2025). Credit risk identification with Hawkes processes: Theory and evidence. The Quarterly Review of Economics and Finance. 103. 102027–102027. 1 indexed citations

He, Xin‐Jiang, Hang Chen, & Sha Lin. (2025). A Closed‐Form Formula for Pricing European Options With Stochastic Volatility, Regime Switching, and Stochastic Market Liquidity. Journal of Futures Markets. 45(5). 429–440. 11 indexed citations

Lin, Sha, Mei‐Ling Chen, & Xin‐Jiang He. (2025). Analytically pricing crude oil options under a jump-diffusion model with stochastic liquidity risk and convenience yield. The North American Journal of Economics and Finance. 78. 102424–102424. 8 indexed citations

He, Xin‐Jiang, et al.. (2025). A closed-form solution for pricing European-style options under the Heston model with credit and liquidity risks. Communications in Nonlinear Science and Numerical Simulation. 143. 108595–108595. 11 indexed citations

Yu, Kexin, et al.. (2025). Forecasting crude oil option prices with dynamic factors using integrated machine learning models. Communications in Nonlinear Science and Numerical Simulation. 147. 108879–108879. 1 indexed citations

He, Xin‐Jiang, et al.. (2024). Analytically pricing European options in dynamic markets: Incorporating liquidity variations and economic cycles. Economic Modelling. 139. 106839–106839. 7 indexed citations

He, Xin‐Jiang, et al.. (2024). Vulnerable options with regime switching and stochastic liquidity. The Quarterly Review of Economics and Finance. 98. 101930–101930. 1 indexed citations

He, Xin‐Jiang & Sha Lin. (2024). Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure. Expert Systems with Applications. 246. 123203–123203. 21 indexed citations

10.

He, Xin‐Jiang & Sha Lin. (2024). ANALYTICALLY PRICING EUROPEAN OPTIONS UNDER A TWO-FACTOR STOCHASTIC INTEREST RATE MODEL WITH A STOCHASTIC LONG-RUN EQUILIBRIUM LEVEL. The ANZIAM Journal. 66(2). 132–151. 2 indexed citations

11.

Lin, Sha & Xin‐Jiang He. (2024). Closed‐Form Formulae for Variance and Volatility Swaps Under Stochastic Volatility With Stochastic Liquidity Risks. Journal of Futures Markets. 44(8). 1447–1461. 11 indexed citations

12.

Lin, Sha, et al.. (2023). Analytically pricing European options with a two-factor Stein–Stein model. Journal of Computational and Applied Mathematics. 440. 115662–115662. 12 indexed citations

13.

He, Xin‐Jiang & Sha Lin. (2023). Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure. Journal of Futures Markets. 43(7). 951–967. 9 indexed citations

14.

Lin, Sha & Xin‐Jiang He. (2023). Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching. Expert Systems with Applications. 217. 119592–119592. 22 indexed citations

15.

He, Xin‐Jiang & Sha Lin. (2023). Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks. The North American Journal of Economics and Finance. 67. 101918–101918. 3 indexed citations

16.

He, Xin‐Jiang & Sha Lin. (2022). A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching. Japan Journal of Industrial and Applied Mathematics. 40(1). 525–536. 17 indexed citations

17.

Lin, Sha & Song‐Ping Zhu. (2019). Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor–corrector scheme. Computers & Mathematics with Applications. 79(5). 1393–1419. 9 indexed citations

18.

He, Xin‐Jiang & Sha Lin. (2019). A SEMI-ANALYTICAL PRICING FORMULA FOR EUROPEAN OPTIONS UNDER THE ROUGH HESTON-CIR MODEL. The ANZIAM Journal. 61(4). 431–445. 3 indexed citations

19.

Lin, Sha & Song‐Ping Zhu. (2019). Pricing resettable convertible bonds using an integral equation approach. IMA Journal of Management Mathematics. 31(4). 417–443. 4 indexed citations

20.

Lin, Sha, et al.. (2018). OPTION PRICING UNDER THE KOBOL MODEL. The ANZIAM Journal. 60(2). 175–190. 3 indexed citations

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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