Mijin Ha

Publication Activity (10 Years)

Years Active: 2024-2025
Publications (10 Years): 2

Top Topics

Payoff Functions

Top Venues

Math. Comput. Simul.

Publications

Mijin Ha, Donghyun Kim, Ji-Hun Yoon, Sun-Yong Choi
Pricing for perpetual American strangle options under stochastic volatility with fast mean reversion. Math. Comput. Simul. 227 (2025)
Mijin Ha, Donghyun Kim, Ji-Hun Yoon
Valuing of timer path-dependent options. Math. Comput. Simul. 215 (2024)