■ Introduction
Professor Lee Ga-Eun is currently an Assistant Professor in the Actuarial Science Department, College of Business & Economics, Hanyang University. She earned a BSc in Actuarial Science and Mathematics at the University of Manchester, then completed a Master’s and Ph.D. in Actuarial Science (Statistics & Applied Mathematics) at Sungkyunkwan University. After her doctorate, she served as a postdoctoral researcher at the SKKU Institute for Basic Science, and worked as an associate research fellow at the Private School Teachers’ Pension Service and the National Pension Service. Her main research areas include pricing of derivative products and projection of public pension systems.
■ Education
2014: BSc, Actuarial Science & Mathematics, University of Manchester
2018: M.S., Actuarial Science, Sungkyunkwan University
2022: Ph.D., (Science) in Actuarial Science / Statistics & Applied Mathematics, Sungkyunkwan University
■ Career
Feb 2022 – Sep 2023: Postdoctoral Researcher, Institute for Basic Science, Sungkyunkwan University
Sep 2023 – May 2024: Associate Research Fellow, Private School Teachers’ Pension Service
May 2024 – Feb 2025: Associate Research Fellow, National Pension Service
■ Selected Publications
Lee, H., Ha, H., Lee, G., & Kong, B. (2024). Two-Asset Double Barrier Options. Computational Economics, 1–36.
Lee, H., Ha, H., Lee, G., & Lee, M. (2024). Valuing American options using multi-step rebate options. The North American Journal of Economics and Finance, 74, 102227.
Lee, H., Jeong, H., & Lee, G. (2023). Valuing rebate options and equity-linked products. The North American Journal of Economics and Finance, 68, 101968.
Lee, H., Lee, G., & Song, S. (2023). Min–max multi-step barrier options and their variants. The North American Journal of Economics and Finance, 67, 101944.
Lee, H., Song, S., & Lee, G. (2023). Insurance guaranty premiums and exchange options. Mathematics and Financial Economics, 17(1), 49–77.
Lee, H., Choi, Y. H., & Lee, G. (2022). Multi-step barrier products and static hedging. The North American Journal of Economics and Finance, 61, 101676.
Lee, H., Lee, G., & Song, S. (2022). Multi-step reflection principle and barrier options. Journal of Futures Markets, 42(4), 692–721.
Lee, G., Lee, H., & Choi, Y. H. (2021). Outside barrier lookback options with floating strike. Journal of the Korean Statistical Society, 50, 1259–1286.