Valuing of timer path-dependent options. - Mijin Ha; Donghyun Kim; Ji-Hun Yoon (Math. Comput. Simul., 2024)

Pricing of timer volatility-barrier options under Heston's stochastic volatility model. - Mijin Ha; Donghyun Kim; Ji-Hun Yoon (J. Comput. Appl. Math., 2025)

Pricing for perpetual American strangle options under stochastic volatility with fast mean reversion. - Mijin Ha; Donghyun Kim; Ji-Hun Yoon; Sun-Yong Choi (Math. Comput. Simul., 2025)

Analytic approximations for pricing perpetual American strangle options under constant elasticity of variance model with stochastic volatility. - Sun-Yong Choi; Mijin Ha; Sangmin Park; Ji-Hun Yoon (J. Comput. Appl. Math., 2026)