S. Ho
with Liu · 2002–2004
A researcher in the Science corpus: 2 papers; trusts 0 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Whom S. Ho trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts S. Ho overall
Papers from S. Ho's perspective
Ordered by how strongly the researchers S. Ho trusts endorse each paper. Same corpus, a different order for every researcher.
- The Pricing of Options and Corporate Liabilities
- NPV-at-Risk Method in Infrastructure Project Investment Evaluation
- Options, Futures, and Other Derivatives
- Game theory - Analysis of Conflict
- The Dynamics of the S&P 500 Implied Volatility Surface
- An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
- The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions (Journal of Financial and Quantitative Analysis)
- Stochastic Models of Implied Volatility Surfaces
- Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings
- Delta-hedging vega risk?
Their papers
- ANALYTICAL MODEL FOR ANALYZING CONSTRUCTION CLAIMS AND OPPORTUNISTIC BIDDING (2004) — 154 citations
- An option pricing-based model for evaluating the financial viability of privatized infrastructure projects (2002) — 162 citations