1. A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model. (March 2021) Authors: Lin, Sha; He, Xin-Jiang Journal: Chaos, solitons and fractals Issue: Volume 144(2021) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A fractional Black-Scholes model with stochastic volatility and European option pricing. (15th September 2021) Authors: He, Xin-Jiang; Lin, Sha Journal: Expert systems with applications Issue: Volume 178(2021) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A new nonlinear stochastic volatility model with regime switching stochastic mean reversion and its applications to option pricing. (February 2023) Authors: He, Xin-Jiang; Lin, Sha Journal: Expert systems with applications Issue: Volume 212(2023) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. A triazine-based covalent organic framework/palladium hybrid for one-pot silicon-based cross-coupling of silanes and aryl iodides. Issue 51 (6th May 2015) Authors: Lin, Sha; Hou, Yuxia; Deng, Xiao; Wang, Haoliang; Sun, Shuzhuang; Zhang, Xiaomei Journal: RSC advances Issue: Volume 5:Issue 51(2015) Page Start: 41017 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. A triazine-based covalent organic framework/palladium hybrid for one-pot silicon-based cross-coupling of silanes and aryl iodides1. Issue 51 (5th June 2015) Authors: Lin, Sha; Hou, Yuxia; Deng, Xiao; Wang, Haoliang; Sun, Shuzhuang; Zhang, Xiaomei Journal: RSC advances Issue: Volume 5:Issue 51(2015) Page Start: 41017 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. An accurate approximation to barrier option prices with discrete fixed-amount dividends: Nonlinear dynamics. (15th October 2022) Authors: He, Xin-Jiang; Lin, Sha Journal: Expert systems with applications Issue: Volume 204(2022) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Analytically pricing exchange options with stochastic liquidity and regime switching. Issue 5 (20th February 2023) Authors: He, Xin‐Jiang; Lin, Sha Journal: Journal of futures markets Issue: Volume 43:Issue 5(2023) Page Start: 662 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching. (1st May 2023) Authors: Lin, Sha; He, Xin-Jiang Journal: Expert systems with applications Issue: Volume 217(2023) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Associations between hematological parameters and disease severity in patients with SARS‐CoV‐2 infection. Issue 1 (13th November 2020) Authors: Lin, Sha; Mao, Weilin; Zou, Qianda; Lu, Siming; Zheng, Shufa Journal: Journal of clinical laboratory analysis Issue: Volume 35:Issue 1(2021) Page Start: n/a Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. AST to Platelet Ratio Index Predicts Mortality in Hospitalized Patients With Hepatitis B-Related Decompensated Cirrhosis. Issue 9 (March 2016) Authors: Mao, Weilin; Sun, Qinqin; Fan, Jian; Lin, Sha; Ye, Bo Other Names: Tarantino. Giovanni section editor. Journal: Medicine Issue: Volume 95:Issue 9(2016) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗