Mijin Ha

According to our database, Mijin Ha authored at least 3 papers between 2024 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

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

Pricing of timer volatility-barrier options under Heston's stochastic volatility model.

Mijin Ha, Donghyun Kim, Ji-Hun Yoon

J. Comput. Appl. Math., 2025

2024

Valuing of timer path-dependent options.

Mijin Ha, Donghyun Kim, Ji-Hun Yoon

Math. Comput. Simul., January, 2024