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Scopus Author ID: 57217201908

Keywords

Actuarial Science, Risk Measure

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Employment (1)

Saint Joseph's University: Philadelphia, PA, US

2016-08-15 to present | Assistant Professor (Mathematics)
Employment
Source: Self-asserted source
Hongjun Ha

Education and qualifications (1)

Georgia State University: Atlanta, GA, US

2011-08-16 to 2016-07-26 | Ph.D. (Risk Management and Insurance)
Education
Source: Self-asserted source
Hongjun Ha

Works (20)

Multi-piecewise linear double barrier options

Finance Research Letters
2025-04 | Journal article
DOI: 10.1016/j.frl.2025.106898
Contributors: Hangsuck Lee; Minha Lee; Hongjun Ha
Source: check_circle
Crossref

A sharing rule for multi-period interest-sensitive insurance contracts

North American Journal of Economics and Finance
2024 | Journal article
DOI: 10.1016/j.najef.2024.102111
EID:

2-s2.0-85188215894

Part of ISSN: 10629408
Contributors: Lee, H.; Ha, H.; Lee, M.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier

Foreign equity lookback options with partial monitoring

Finance Research Letters
2024 | Journal article
DOI: 10.1016/j.frl.2024.105726
EID:

2-s2.0-85196431444

Part of ISSN: 15446123
Contributors: Lee, H.; Ha, H.; Kong, B.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier
grade
Preferred source (of 2)‎

Pricing first-touch digitals with a multi-step double boundary and American barrier options

Finance Research Letters
2024 | Journal article
DOI: 10.1016/j.frl.2023.104699
EID:

2-s2.0-85176429090

Part of ISSN: 15446123
Contributors: Lee, H.; Ha, H.; Kong, B.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier
grade
Preferred source (of 2)‎

Quanto fund protection using partial lookback participation

North American Journal of Economics and Finance
2024 | Journal article
DOI: 10.1016/j.najef.2024.102186
EID:

2-s2.0-85193796313

Part of ISSN: 10629408
Contributors: Lee, H.; Ha, H.; Kim, E.; Lee, M.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier

Two-Asset Double Barrier Options

Computational Economics
2024 | Journal article
DOI: 10.1007/s10614-024-10695-1
EID:

2-s2.0-85205935676

Part of ISSN: 15729974 09277099
Contributors: Lee, H.; Ha, H.; Lee, G.; Kong, B.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier

Valuing American options using multi-step rebate options

North American Journal of Economics and Finance
2024 | Journal article
DOI: 10.1016/j.najef.2024.102227
EID:

2-s2.0-85198260934

Part of ISSN: 10629408
Contributors: Lee, H.; Ha, H.; Lee, G.; Lee, M.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier

Valuing three-asset barrier options and autocallable products via exit probabilities of Brownian bridge

North American Journal of Economics and Finance
2024 | Journal article
DOI: 10.1016/j.najef.2024.102174
EID:

2-s2.0-85192789129

Part of ISSN: 10629408
Contributors: Lee, H.; Ha, H.; Kong, B.; Lee, M.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier

Partial quanto lookback options

North American Journal of Economics and Finance
2023 | Journal article
DOI: 10.1016/j.najef.2022.101871
EID:

2-s2.0-85146227266

Part of ISSN: 10629408
Contributors: Lee, H.; Ha, H.; Lee, M.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier

Pricing multi-step double barrier options by the efficient non-crossing probability

Finance Research Letters
2023 | Journal article
DOI: 10.1016/j.frl.2023.103772
EID:

2-s2.0-85151034281

Part of ISSN: 15446123
Contributors: Lee, H.; Ha, H.; Kong, B.; Lee, M.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier
grade
Preferred source (of 2)‎

Quanto Fund Protection Using Partial Lookback Participation

SSRN
2023 | Other
DOI: 10.2139/ssrn.4405066
EID:

2-s2.0-85151437686

Part of ISSN: 15565068
Contributors: Lee, H.; Ha, H.; Kim, E.; Lee, M.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier

Valuing American Options Using Multi-Step Barrier Derivatives with a Rebate

SSRN
2023 | Other
DOI: 10.2139/ssrn.4532235
EID:

2-s2.0-85167328752

Part of ISSN: 15565068
Contributors: Lee, H.; Ha, H.; Lee, M.; Lee, G.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier

A least-squares Monte Carlo approach to the estimation of enterprise risk

Finance and Stochastics
2022 | Journal article
DOI: 10.1007/s00780-022-00478-7
EID:

2-s2.0-85132600837

Part of ISSN: 14321122 09492984
Contributors: Ha, H.; Bauer, D.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier

Foreign equity lookback options with guarantees

Finance Research Letters
2022 | Journal article
DOI: 10.1016/j.frl.2022.102963
EID:

2-s2.0-85130898945

Part of ISSN: 15446123
Contributors: Lee, H.; Ha, H.; Lee, M.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier

Partial Quanto Lookback Options

SSRN
2022 | Other
EID:

2-s2.0-85140411812

Part of ISSN: 15565068
Contributors: Lee, H.; Ha, H.; Lee, M.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier

Piecewise linear boundary crossing probabilities, barrier options, and variable annuities

Journal of Futures Markets
2022 | Journal article
DOI: 10.1002/fut.22369
EID:

2-s2.0-85135514592

Part of ISSN: 10969934 02707314
Contributors: Lee, H.; Ha, H.; Lee, M.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier

Piecewise linear double barrier options

Journal of Futures Markets
2022 | Journal article
DOI: 10.1002/fut.22279
EID:

2-s2.0-85117411409

Part of ISSN: 10969934 02707314
Contributors: Lee, H.; Ha, H.; Lee, M.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier

Decrement rates and a numerical method under competing risks

Computational Statistics and Data Analysis
2021 | Journal article
DOI: 10.1016/j.csda.2020.107125
EID:

2-s2.0-85096185042

Part of ISSN: 01679473
Contributors: Lee, H.; Ha, H.; Lee, T.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier

Valuation of piecewise linear barrier options

North American Journal of Economics and Finance
2021 | Journal article
DOI: 10.1016/j.najef.2021.101470
EID:

2-s2.0-85105561629

Part of ISSN: 10629408
Contributors: Lee, H.; Ha, H.; Lee, M.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier
grade
Preferred source (of 2)‎

A sharing mechanism of investment outcome for interest-sensitive life insurance products

North American Journal of Economics and Finance
2020 | Journal article
DOI: 10.1016/j.najef.2020.101237
EID:

2-s2.0-85086739126

Part of ISSN: 10629408
Contributors: Lee, H.; Choi, H.-S.; Ha, H.
Source: Self-asserted source
Hongjun Ha via Scopus - Elsevier
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