logo
科言猫学术研究的AI总结
language
手机端手机端
  • Phone Feature微信小程序
简体中文简体中文
notice消息通知
博客博客
delete
arrow
返回
X

Xin‐Jiang He

zhejiang university of technology

19H指数
102论文数
1.0K被引数
收录论文 33
发表时间
logo
How Does Economic Policy Uncertainty Reshape Option Pricing?经济政策不确定性如何重塑期权定价？
errJournal of Futures Markets
IF2.3
err2026-07-01
err6
PREAI
errChen, Wenting; Fei, Rixiang; Xu, Nana; He, Xin-Jiang
err分享
err收藏
Analytically pricing commodity futures options within a multi-layered stochastic financialization framework在多层次随机金融化框架下解析定价商品期货期权
errQuarterly Review of Economics and Finance
IF3.1
err2026-06-18
err0
PREAI
errWenting Chen; Fangzhao Zhou; Wei Xu; Xin-Jiang He
err分享
err收藏
A stacked ensemble of LSTM, GRU and XGBoost with residual learning for corn futures price forecasting一种结合了LSTM、GRU和XGBoost的堆叠集成方法，并采用残差学习进行玉米期货价格预测
errApplied Intelligence
IF3.5
err2026-02-19
err0
PREAI
errXin-Jiang He; Zezhou Chen; Sha Lin
err分享
err收藏
Vulnerable options under a Hawkes jump-diffusion model with two-factor stochastic volatility
errInternational Review of Financial Analysis
IF9.8
err2026-01-20
err0
PREAI
errPuneet Pasricha; Xin-Jiang He
err分享
err收藏
Analytically pricing European options under a two-factor Heston-Vasicek model with regime switching and stochastic interest rate在带 regime switching 和随机利率的两因子 Heston-Vasicek 模型下解析定价欧式期权
errAIMS Mathematics
IF1.8
err2026-01-01
err2
PREAI
errHe, Xin-Jiang; Lin, Sha
err分享
err收藏
Variance and volatility swap valuation with stochastic liquidity and regime switching stochastic volatility方差和波动率互换的定价：基于随机流动性和 regime switching 随机波动率
errCommunications in Nonlinear Science and Numerical Simulation
IF3.8
err2025-12-02
err0
PREAI
errXin-Jiang He; Wenting Chen; Tuantuan Lu; Sha Lin
err分享
err收藏
An Analytical Approximation for European Options Under a Regime-Switching Heston-α Modelregime-switching Heston-α 模型下欧式期权的解析近似
errINTERNATIONAL JOURNAL OF FINANCE & ECONOMICS
IF2.8
err2025-11-01
err0
errOAAI
errChen, Wenting; He, Xin-jiang
err分享
err收藏
Pricing American options with exogenous and endogenous transaction costs外生和内生交易成本下美式期权的定价
errComputers & Mathematics with Applications
IF2.5
err2025-09-18
err0
PREAI
errDong Yan; Xin-Jie Huang; Guiyuan Ma; Xin-Jiang He
err分享
err收藏
Analytically pricing commodity futures options in a regime-switching financialization framework在 regime-switching 金融化框架下解析定价商品期货期权
errFinance Research Letters
IF6.9
err2025-08-25
err0
PREAI
errWenting Chen; Zhongyao Huo; Xin-Jiang He
err分享
err收藏
Pricing energy futures options: The role of seasonality and liquidity能源期货期权定价：季节性和流动性的作用
errEnergy Economics
IF14.2
err2025-07-30
err0
PREAI
errWenting Chen; Zhao Yang; Xin-Jiang He
err分享
err收藏
An analytical approximation for European options under a Heston-type model with regime switching基于 regime switching 的 Heston-type 模型下欧式期权的解析近似方法
errnorth american journal of economics and finance
IF0
err2025-07-22
err0
PREAI
errWenting Chen; Xin-Jiang He
err分享
err收藏
A closed-form formula for pricing exchange options with regime switching stochastic volatility and stochastic liquidity具有制度转换随机波动率和随机流动性的汇率期权定价的封闭形式公式
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2025-07-01
err2
PREAI
errHe, Xin-Jiang; Wei, Wenting; Lin, Sha
err分享
err收藏
Forecasting crude oil option prices with dynamic factors using integrated machine learning models使用集成机器学习模型和动态因素预测原油期权价格
errCOMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION
IF3.8
err2025-06-18
err0
PREAI
errYu, Kexin; He, Xin-Jiang; Han, Xiaoyang; Luo, Xin; Lin, Sha
err分享
err收藏
Credit risk identification with Hawkes processes: Theory and evidence基于Hawkes过程的信用风险识别：理论及证据
errquarterly review of economics and finance
IF0
err2025-06-18
err0
PREAI
errSha Lin; Xuanmeng Lin; Xin-Jiang He
err分享
err收藏
Foreign exchange option pricing with a three-factor Heston model with regime switching and stochastic interest rate具有制度转换和随机利率的三因子Heston模型的外汇期权定价
errnorth american journal of economics and finance
IF0
err2025-06-06
err0
PREAI
errXin-Jiang He; Sha Lin
err分享
err收藏
Analytically pricing crude oil options under a jump-diffusion model with stochastic liquidity risk and convenience yield
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2025-05-01
err0
PREAI
errLin, Sha; Chen, Meiling; He, Xin-Jiang
err分享
err收藏
A closed-form solution for pricing European-style options under the Heston model with credit and liquidity risks
errCOMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION
IF3.8
err2025-04-01
err3
PREAI
errHe, Xin-Jiang; Huang, Shou-De; Lin, Sha
err分享
err收藏
Analytically pricing European options in dynamic markets: Incorporating liquidity variations and economic cycles
errECONOMIC MODELLING
IF4.7
err2024-10-01
err4
PREAI
errHe, Xin-Jiang; Pasricha, Puneet; Lin, Sha
err分享
err收藏
A probabilistic approach for the valuation of variance swaps under stochastic volatility with jump clustering and regime switching
errFINANCIAL INNOVATION
IF7.2
err2024-08-01
err2
errOAAI
errHe, Xin-Jiang; Lin, Sha
err分享
err收藏
Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure
errEXPERT SYSTEMS WITH APPLICATIONS
IF7.5
err2024-07-01
err11
PREAI
errHe, Xin-Jiang; Lin, Sha
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
Z
Zongli Xie
H 指数: 62 · 论文数: 268
J
Jinxiu Wang
H 指数: 41 · 论文数: 139
陈美玲 封面图
陈美玲 (Mei‐Ling Chen)
H 指数: 37 · 论文数: 141
Y
Yanke Yu
H 指数: 37 · 论文数: 102
S
Song‐Ping Zhu
H 指数: 35 · 论文数: 270
查看更多