Mijin Ha
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Person:6563855
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Analytic approximations for pricing perpetual American strangle options under constant elasticity of variance model with stochastic volatility Journal of Computational and Applied Mathematics | 2025-11-05 | Paper |
| Pricing of timer volatility-barrier options under Heston's stochastic volatility model Journal of Computational and Applied Mathematics | 2024-12-16 | Paper |
| Pricing of timer digital power options based on stochstic volatility East Asian Mathematical Journal | 2024-06-28 | Paper |
Research outcomes over time
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