Assessment of power system black-start schemes based on improved analytic hierarchy process and fuzzy comprehensive evaluation. - Hui Xu; Qian Zhou; Jiankun Liu; Sha Lin; Ran Zheng (ISGT Asia, 2015)

Pricing puttable convertible bonds with integral equation approaches. - Song-Ping Zhu; Sha Lin; Xiaoping Lu (Comput. Math. Appl., 2018)

Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme. - Sha Lin; Song-Ping Zhu (Comput. Math. Appl., 2020)

A regime switching fractional Black-Scholes model and European option pricing. - Sha Lin; Xin-Jiang He (Commun. Nonlinear Sci. Numer. Simul., 2020)

A fractional Black-Scholes model with stochastic volatility and European option pricing. - Xin-Jiang He; Sha Lin (Expert Syst. Appl., 2021)

A new integral equation approach for pricing American-style barrier options with rebates. - Sha Lin; Xin-Jiang He (J. Comput. Appl. Math., 2021)

Pricing credit default swaps with Parisian and Parasian default mechanics. - Wenting Chen; Xin-Jiang He; Sha Lin (Commun. Stat. Simul. Comput., 2022)

An accurate approximation to barrier option prices with discrete fixed-amount dividends: Nonlinear dynamics. - Xin-Jiang He; Sha Lin (Expert Syst. Appl., 2022)

A closed-form pricing formula for variance swaps under a stochastic volatility model with a stochastic mean-reversion level. - Xin-Jiang He; Sha Lin (Soft Comput., 2022)

A new nonlinear stochastic volatility model with regime switching stochastic mean reversion and its applications to option pricing. - Xin-Jiang He; Sha Lin (Expert Syst. Appl., 2023)

Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching. - Sha Lin; Xin-Jiang He (Expert Syst. Appl., 2023)

Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure. - Xin-Jiang He; Sha Lin (Expert Syst. Appl., 2024)

PandaOmics: An AI-Driven Platform for Therapeutic Target and Biomarker Discovery. - Petrina Kamya; Ivan V. Ozerov; Frank W. Pun; Kyle Tretina; Tatyana Fokina; Shan Chen; Vladimir Naumov; Xi Long; Sha Lin; Mikhail Korzinkin; Daniil Polykovskiy; Alex Aliper; et al. (J. Chem. Inf. Model., 2024)

Analytically pricing European options with a two-factor Stein-Stein model. - Sha Lin; Xuanmeng Lin; Xin-Jiang He (J. Comput. Appl. Math., 2024)

A closed-form solution for pricing European-style options under the Heston model with credit and liquidity risks. - Xin-Jiang He; Shou-De Huang; Sha Lin (Commun. Nonlinear Sci. Numer. Simul., 2025)

Forecasting crude oil option prices with dynamic factors using integrated machine learning models. - Kexin Yu; Xin-Jiang He; Xiaoyang Han; Xin Luo; Sha Lin (Commun. Nonlinear Sci. Numer. Simul., 2025)