Heejae Han

机构：Seoul National University

发表论文 9 篇 · 总被引 76 次 · h-index 5

代表论文

An integral equation representation approach for valuing Russian options with a finite time horizon (2016 · Communications in Nonlinear Science and Numerical Simulation · 被引 21)
Analytic solution for American strangle options using Laplace–Carson transforms (2016 · Communications in Nonlinear Science and Numerical Simulation · 被引 17)
Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black–Scholes equation (2016 · Journal of Computational and Applied Mathematics · 被引 16)
A Second-Order Boundary Condition Capturing Method for Solving the Elliptic Interface Problems on Irregular Domains (2019 · Journal of Scientific Computing · 被引 10)
Closed form valuation of American chained knock-in options (2016 · Finance research letters · 被引 5)
Pricing chained dynamic fund protection (2016 · The North American Journal of Economics and Finance · 被引 4)