Mijin Ha

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Analytic approximations for pricing perpetual American strangle options under constant elasticity of variance model with stochastic volatility
Journal of Computational and Applied Mathematics
2025-11-05Paper
Pricing of timer volatility-barrier options under Heston's stochastic volatility model
Journal of Computational and Applied Mathematics
2024-12-16Paper
Pricing of timer digital power options based on stochstic volatility
East Asian Mathematical Journal
2024-06-28Paper


Research outcomes over time


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