| A least-squares Monte Carlo approach to the estimation of enterprise risk H Ha, D Bauer Finance and Stochastics 26 (3), 417-459, 2022 | 40* | 2022 |
| Valuation of piecewise linear barrier options H Lee, H Ha, M Lee The North American Journal of Economics and Finance 58, 101470, 2021 | 6 | 2021 |
| A sharing mechanism of investment outcome for interest-sensitive life insurance products H Lee, HS Choi, H Ha The North American Journal of Economics and Finance 54, 101237, 2020 | 5 | 2020 |
| Piecewise linear double barrier options H Lee, H Ha, M Lee Journal of Futures Markets 42 (1), 125-151, 2022 | 3 | 2022 |
| Pricing multi-step double barrier options by the efficient non-crossing probability H Lee, H Ha, B Kong, M Lee Finance Research Letters 54, 103772, 2023 | 2 | 2023 |
| Decrement rates and a numerical method under competing risks H Lee, H Ha, T Lee Computational statistics & data analysis 156, 107125, 2021 | 2 | 2021 |
| Partial quanto lookback options H Lee, H Ha, M Lee The North American Journal of Economics and Finance 64, 101871, 2023 | 1 | 2023 |
| Foreign equity lookback options with guarantees H Lee, H Ha, M Lee Finance Research Letters 48, 102963, 2022 | 1 | 2022 |
| Essays on Computational Problems in Insurance H Ha | 1 | 2016 |
| A sharing rule for multi-period interest-sensitive insurance contracts H Lee, H Ha, M Lee The North American Journal of Economics and Finance 71, 102111, 2024 | | 2024 |
| Pricing first-touch digitals with a multi-step double boundary and American barrier options H Lee, H Ha, B Kong Finance Research Letters 59, 104699, 2024 | | 2024 |
| Valuing American Options Using Multi-Step Barrier Derivatives with a Rebate H Lee, H Ha, M Lee, G Lee Available at SSRN 4532235, 2023 | | 2023 |
| Quanto Fund Protection Using Partial Lookback Participation H Lee, H Ha, E Kim, M Lee Available at SSRN 4405066, 2023 | | 2023 |
| Piecewise linear boundary crossing probabilities, barrier options, and variable annuities H Lee, H Ha, M Lee Journal of Futures Markets 42 (12), 2248-2272, 2022 | | 2022 |
