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Multivariate binomial approximation for variables with arbitrary and covariance characteristics
Ho, Teng-suan; Stapleton, Richard C.; Subrahmanyam, Marti G. - 1992
Persistent link: https://www.econbiz.de/10000838710
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The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique
Ho, Teng-suan - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 827-840
Persistent link: https://www.econbiz.de/10001222419
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The risk of a currency swap : a multivariate-binomial methodology
Ho, Teng-suan - In: European financial management : the journal of the … 4 (1998) 1, pp. 9-27
Persistent link: https://www.econbiz.de/10001244085
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The valuation of American options on bonds
Ho, Teng-suan - In: Journal of banking & finance 21 (1997) 11, pp. 1487-1513
Persistent link: https://www.econbiz.de/10001236735
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Multivariate binomial approximations for asset prices with nonstationary variance and covariance characteristics
Ho, Teng-suan - In: The review of financial studies 8 (1995) 4, pp. 1125-1252
Persistent link: https://www.econbiz.de/10001198366