林莎，女，浙江温岭人，1992年3月生，博士，浙江工商大学金融学院副教授，研究方向为金融工程、金融衍生品定价等。
电子邮箱：linsha@mail.zjgsu.edu.cn
论文发表：
[1] S. Lin and X.-J. He*. A regime switching fractional Black–Scholes model and European option pricing, Communications in Nonlinear Science and Numerical Simulation, 2020, 85: 105222.
[2] S. Lin* and S.-P. Zhu. Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor–corrector scheme, Computers & Mathematics with Applications, 2020, 79(5): 1393-1419.
[3] S. Lin and X.-J. He*. Pricing variance and volatility swaps with stochastic volatility, stochastic interest rate and regime switching, Physica A, 2020, 537:122714.
[4] X.-J. He and S. Lin*. A semi-analytical pricing formula for European options under the rough Heston-CIR model, The ANZIAM Journal, 2019, 61(4): 431-445.
[5] S.-P. Zhu, S. Lin* and X. Lu. Pricing puttable convertible bonds with integral equation approaches, Computers & Mathematics with Applications, 2018, 75(8): 2757-2781.
[6] W.-T Chen and S. Lin*. Option pricing under the KoBol model, The ANZIAM Journal, 2018, 60(2): 175-190.
