Access Statistics for Antoon Pelsser

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Single Factor Markov-Functional and Multi Factor Market Models 0 2 17 116 0 8 52 266
A Comparison of Single Factor Markov-functional and Multi Factor Market Models 3 12 72 431 7 28 164 754
Fast drift approximated pricing in the BGM model 2 12 50 586 12 44 172 1,351
Level-Slope-Curvature - Fact or Artefact? 5 10 50 199 12 31 114 475
Libor and swap market models for the pricing of interest rate derivatives: an empirical analysis 13 36 197 2,443 35 102 488 6,994
Observational equivalence of discrete string models and market models 2 7 29 181 4 23 76 550
Pricing Double Barrier Options: An Analytical Approach 2 9 59 566 5 21 110 899
Pricing Double Barrier Options: An Analytical Approach 18 76 348 1,898 46 180 809 4,773
Pricing and Hedging Guaranteed Annuity Options via Static Option Replication 14 36 98 608 30 89 250 1,543
Risico en Rendement in Balans voor Verzekeraars 0 1 5 16 6 15 53 82
Risk Managing Bermudan Swaptions in the Libor BGM Model 2 8 72 762 7 27 192 1,721
Transaction Costs and Efficiency of Portfolio Strategies 0 0 0 0 2 4 15 364
Total Working Papers 61 209 997 7,806 166 572 2,495 19,772


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Level-Slope-Curvature - Fact or Artefact? 1 2 19 19 5 14 56 56
Markov-functional interest rate models 16 55 256 1,581 35 113 472 3,149
On the Information in the Interest Rate Term Structure and Option Prices 0 2 13 132 0 5 34 282
PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS 7 19 52 59 11 35 91 103
Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance 2 7 30 120 3 12 65 222
Pricing and hedging guaranteed annuity options via static option replication 3 6 19 142 4 11 47 359
Pricing double barrier options using Laplace transforms 6 20 85 775 12 38 171 1,992
Transaction costs and efficiency of portfolio strategies 0 1 3 3 1 4 12 12
Total Journal Articles 35 112 477 2,831 71 232 948 6,175


Statistics updated 2008-10-02