Xin‐Jiang He

1.0k total citations
79 papers, 742 citations indexed

About

Xin‐Jiang He is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Xin‐Jiang He has authored 79 papers receiving a total of 742 indexed citations (citations by other indexed papers that have themselves been cited), including 74 papers in Finance, 17 papers in Economics and Econometrics and 8 papers in Demography. Recurrent topics in Xin‐Jiang He's work include Stochastic processes and financial applications (73 papers), Financial Risk and Volatility Modeling (49 papers) and Capital Investment and Risk Analysis (25 papers). Xin‐Jiang He is often cited by papers focused on Stochastic processes and financial applications (73 papers), Financial Risk and Volatility Modeling (49 papers) and Capital Investment and Risk Analysis (25 papers). Xin‐Jiang He collaborates with scholars based in China, Australia and India. Xin‐Jiang He's co-authors include Sha Lin, Song‐Ping Zhu, Wenting Chen, Hang Chen, Xiaoping Lu, Zongli Xie, Jinsheng Chen, Jinxiu Wang, Zhihao Hu and Mei‐Ling Chen and has published in prestigious journals such as Expert Systems with Applications, Energy Economics and Physica A Statistical Mechanics and its Applications.

In The Last Decade

Xin‐Jiang He

75 papers receiving 712 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Xin‐Jiang He China 17 674 182 134 68 59 79 742
Sha Lin China 12 325 0.5× 83 0.5× 63 0.5× 34 0.5× 34 0.6× 39 365
H. Windcliff Canada 10 336 0.5× 142 0.8× 70 0.5× 81 1.2× 50 0.8× 12 396
Marie-Claire Quenez France 11 615 0.9× 250 1.4× 162 1.2× 233 3.4× 11 0.2× 18 648
Kenneth R. Vetzal Canada 12 370 0.5× 100 0.5× 103 0.8× 61 0.9× 58 1.0× 24 463
Junkee Jeon South Korea 12 334 0.5× 152 0.8× 87 0.6× 39 0.6× 18 0.3× 72 405
Dmitry Davydov United States 4 386 0.6× 115 0.6× 68 0.5× 37 0.5× 18 0.3× 12 435
Lars Stentoft Canada 12 539 0.8× 283 1.6× 90 0.7× 83 1.2× 19 0.3× 66 638
Duy‐Minh Dang Australia 11 253 0.4× 65 0.4× 100 0.7× 115 1.7× 25 0.4× 35 323
Seung-Mook Choi United States 11 112 0.2× 209 1.1× 26 0.2× 66 1.0× 35 0.6× 37 358
Weidong Tian United States 9 253 0.4× 193 1.1× 151 1.1× 152 2.2× 14 0.2× 32 391

Countries citing papers authored by Xin‐Jiang He

Since Specialization
Citations

This map shows the geographic impact of Xin‐Jiang He'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 Xin‐Jiang He with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Xin‐Jiang He more than expected).

Fields of papers citing papers by Xin‐Jiang He

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Xin‐Jiang He. 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 Xin‐Jiang He. The network helps show where Xin‐Jiang He may publish in the future.

Co-authorship network of co-authors of Xin‐Jiang He

This figure shows the co-authorship network connecting the top 25 collaborators of Xin‐Jiang He. A scholar is included among the top collaborators of Xin‐Jiang He 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 Xin‐Jiang He. Xin‐Jiang He is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
He, Xin‐Jiang, et al.. (2026). Vulnerable options under a Hawkes jump-diffusion model with two-factor stochastic volatility. International Review of Financial Analysis. 111. 105095–105095.
2.
Ye, Wenrui, et al.. (2025). American Option Pricing Under a Two‐Factor Stochastic Volatility Model With Nonlinear Exogenous Costs. Mathematical Methods in the Applied Sciences. 48(16). 14868–14879. 2 indexed citations
3.
He, Xin‐Jiang, et al.. (2025). Pricing energy futures options: The role of seasonality and liquidity. Energy Economics. 149. 108737–108737.
4.
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.
5.
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
6.
He, Xin‐Jiang, et al.. (2025). An analytical approximation for European options under a Heston-type model with regime switching. The North American Journal of Economics and Finance. 80. 102500–102500.
7.
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
8.
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
9.
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, 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
12.
Hu, Zhihao, et al.. (2023). Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. Mathematics and Computers in Simulation. 219. 212–230. 11 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, et al.. (2023). Exchange options with stochastic liquidity risk. Expert Systems with Applications. 223. 119915–119915. 12 indexed citations
16.
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
17.
He, Xin‐Jiang & Song‐Ping Zhu. (2018). A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate. Computers & Mathematics with Applications. 76(9). 2223–2234. 9 indexed citations
18.
Zhu, Song‐Ping & Xin‐Jiang He. (2017). On the convergence of He and Zhu's new series solution for pricing options with the Heston model. Research Online (University of Wollongong). 86(2). 321–327. 2 indexed citations
19.
Zhu, Song‐Ping & Xin‐Jiang He. (2017). A modified Black–Scholes pricing formula for European options with bounded underlying prices. Computers & Mathematics with Applications. 75(5). 1635–1647. 4 indexed citations
20.
He, Xin‐Jiang & Song‐Ping Zhu. (2016). An alternative form used to calibrate the Heston option pricing model. Computers & Mathematics with Applications. 71(9). 1831–1842. 5 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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Breakdown of academic impact, for papers by Sha Lin Breakdown of academic impact, for papers by H. Windcliff Breakdown of academic impact, for papers by Marie-Claire Quenez Breakdown of academic impact, for papers by Kenneth R. Vetzal Breakdown of academic impact, for papers by Junkee Jeon Breakdown of academic impact, for papers by Dmitry Davydov Breakdown of academic impact, for papers by Lars Stentoft Breakdown of academic impact, for papers by Duy‐Minh Dang Breakdown of academic impact, for papers by Seung-Mook Choi Breakdown of academic impact, for papers by Weidong Tian
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2026