The pronunciation of the name My, or Y in Swe/Fin is somewhat different from English, it's hard to write down what it sounds like but you can use google translate to get somewhat the right thing.

Here, the word yxa (axe) comes close. https://translate.google.com/?sl=sv&tl=en&text=yxa&op=transl...

Edit: Found someone saying the name My, as in Lilla My from the moomins https://forvo.com/word/lilla_my/