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Publications by T. S. Ho

The Valuation of American Options With Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique

Journal of Finance

English

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Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates

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A Stochastic Approach to the Valuation of Barrier Options in Heston’s Stochastic Volatility Model

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Real Option Problems With Stochastic Interest Rates

INFRASTRUCTURE PLANNING REVIEW

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Bounds for Present Value Functions With Stochastic Interest Rates and Stochastic Volatility

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The Term Structure of Interest Rates as a Random Field: A Stochastic Integration Approach

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Fair Valuation of Life Insurance Liabilities: The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies

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A Stochastic Mesh Method for Pricing High-Dimensional American Options

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The Valuation of Geothermal Power Projects in Indonesia Using Real Options Valuation

MATEC Web of Conferences

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The Behavior of Interest Rates

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