Mijin Ha

Orcid: 0000-0001-7466-8271

According to our database1, Mijin Ha authored at least 4 papers between 2024 and 2026.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

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PhD thesis 
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Links

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Bibliography

2026
Analytic approximations for pricing perpetual American strangle options under constant elasticity of variance model with stochastic volatility.
J. Comput. Appl. Math., 2026

2025
Pricing for perpetual American strangle options under stochastic volatility with fast mean reversion.
Math. Comput. Simul., 2025

Pricing of timer volatility-barrier options under Heston's stochastic volatility model.
J. Comput. Appl. Math., 2025

2024
Valuing of timer path-dependent options.
Math. Comput. Simul., January, 2024


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