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Managing interest rate volatility risk : key rate vega
Ho, Thomas S. Y. - In: The journal of fixed income 17 (2007) 3, pp. 6-17
Persistent link: https://www.econbiz.de/10003687329
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Interest rate futures options and interest rate options
Ho, Thomas S. Y. - In: The financial review : the official publication of the … 25 (1990) 3, pp. 345-370
Persistent link: https://www.econbiz.de/10001143198
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Generalized Ho-Lee model : a multi-factor state-time dependent implied volatility function approach
Ho, Thomas S. Y.; Yi, Sang-bin - In: The journal of fixed income 17 (2007) 3, pp. 18-37
Persistent link: https://www.econbiz.de/10003687350