An alternative form used to calibrate the Heston option pricing model. - Xin-Jiang He; Song-Ping Zhu (Comput. Math. Appl., 2016)

A Monte-Carlo based approach for pricing credit default swaps with regime switching. - Xin-Jiang He; Wenting Chen (Comput. Math. Appl., 2018)

A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate. - Xin-Jiang He; Song-Ping Zhu (Comput. Math. Appl., 2018)

A modified Black-Scholes pricing formula for European options with bounded underlying prices. - Song-Ping Zhu; Xin-Jiang He (Comput. Math. Appl., 2018)

A closed-form pricing formula for European options under the Heston model with stochastic interest rate. - Xin-Jiang He; Song-Ping Zhu (J. Comput. Appl. Math., 2018)

An alternative form to calibrate the correlated Stein-Stein option pricing model. - Xin-Jiang He; Song-Ping Zhu (Comput. Appl. Math., 2019)

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)

Analytical pricing formulae for variance and volatility swaps with a new stochastic volatility and interest rate model. - Xin-Jiang He; Song-Ping Zhu (Expert Syst. Appl., 2022)

A closed-form pricing formula for European options with market liquidity risk. - Puneet Pasricha; Song-Ping Zhu; Xin-Jiang He (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)

Exchange options with stochastic liquidity risk. - Puneet Pasricha; 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)

Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. - Zhihao Hu; Ben-Zhang Yang; Xin-Jiang He; Jia Yue (Math. Comput. Simul., 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)