Concepedia

Heejae Han

HH

Statistics

Publications

3

Citations

51

H-Index

3

Active since

2016

Affiliations

National Institute for Mathematical Sciences(Current)

Seoul National University

Heejae Han is an author at National Institute for Mathematical Sciences specializing in numerical analysis, mathematical programming, and asset pricing.

Top concepts

Publications per year

2016–2016

3

Publications

3

An integral equation representation approach for valuing Russian options with a finite time horizon

Junkee Jeon, Heejae Han, Hyeonuk Kim et al. · Communications in Nonlinear Science and Numerical Simulation · 2016 · 20 citations

, , +9

Analytic solution for American strangle options using Laplace–Carson transforms

Myungjoo Kang, Junkee Jeon, Heejae Han et al. · Communications in Nonlinear Science and Numerical Simulation · 2016 · 16 citations

, ,

Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black–Scholes equation

Junkee Jeon, Heejae Han, Myungjoo Kang · Journal of Computational and Applied Mathematics · 2016 · 15 citations

, , +3

1–3 of 3